+9,141.3%
CAT vs COF
+5,252.1%
+3,889.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +1.7% | -4.5% | +6.2% | +3.2% |
| 30D | -24.6% | -2.0% | -22.6% | -24.1% |
| 3M | -28.5% | -9.7% | -18.8% | -26.3% |
| 6M | -34.8% | +8.0% | -42.8% | -36.6% |
| YTD | +5.9% | -17.7% | +23.6% | +11.5% |
| 1Y | +6.8% | -9.3% | +16.2% | +9.1% |
| 3Y | +161.1% | +96.3% | +64.8% | +107.8% |
| 5Y | +213.4% | +37.0% | +176.5% | +172.1% |
| 10Y | +700.3% | +188.1% | +512.2% | +434.0% |
| All | +9,141.3% | +5,252.1% | +3,889.2% | +2,697.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling