+9,119.7%
CAT vs COF
+5,197.0%
+3,922.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +7.4% | -3.4% | +10.8% | +8.5% |
| 30D | -19.7% | +0.4% | -20.0% | -19.8% |
| 3M | -29.6% | -12.5% | -17.1% | -26.7% |
| 6M | -33.2% | +8.3% | -41.5% | -35.1% |
| YTD | +5.7% | -18.6% | +24.2% | +11.6% |
| 1Y | +9.3% | -8.6% | +18.0% | +11.4% |
| 3Y | +158.3% | +94.7% | +63.7% | +106.2% |
| 5Y | +211.6% | +35.3% | +176.2% | +171.5% |
| 10Y | +698.5% | +185.1% | +513.3% | +434.4% |
| All | +9,119.7% | +5,197.0% | +3,922.7% | +2,700.0% |
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