+12,504.1%
CAT vs COF
+5,709.6%
+6,794.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.9% |
| 7D | +5.6% | +1.2% | +4.3% | +5.1% |
| 30D | -2.3% | -1.4% | -0.9% | -2.0% |
| 3M | -10.0% | +19.0% | -29.0% | -15.0% |
| 6M | +21.2% | +14.9% | +6.4% | +15.7% |
| YTD | +44.4% | -10.7% | +55.1% | +48.4% |
| 1Y | +96.3% | -1.3% | +97.6% | +94.9% |
| 3Y | +203.9% | +124.3% | +79.6% | +131.8% |
| 5Y | +333.5% | +51.1% | +282.4% | +264.9% |
| 10Y | +1,126.0% | +252.4% | +873.7% | +672.4% |
| All | +12,504.1% | +5,709.6% | +6,794.5% | +3,622.9% |
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