+332.7%
CAT vs COF
+48.7%
+284.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | +2.9% | -2.7% | +5.6% | +4.1% |
| 30D | -2.6% | -3.4% | +0.7% | -1.3% |
| 3M | -10.7% | +15.4% | -26.1% | -16.4% |
| 6M | +16.1% | +14.4% | +1.7% | +8.8% |
| YTD | +43.2% | -12.0% | +55.2% | +49.3% |
| 1Y | +96.8% | -3.7% | +100.6% | +96.5% |
| 3Y | +201.4% | +121.1% | +80.3% | +107.1% |
| 5Y | +332.7% | +47.8% | +284.9% | +232.1% |
| All | +332.7% | +48.7% | +284.0% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling