+725.3%
CAT vs COO
+41.2%
+684.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | -10.3% | +4.7% | -15.0% | -11.9% |
| 30D | -31.2% | +13.9% | -45.1% | -34.5% |
| 3M | -34.7% | -14.9% | -19.7% | -31.6% |
| 6M | -39.5% | +2.0% | -41.5% | -41.4% |
| YTD | -1.7% | -23.9% | +22.3% | +6.6% |
| 1Y | -1.1% | -9.6% | +8.5% | +0.2% |
| 3Y | +143.9% | -25.4% | +169.3% | +156.6% |
| 5Y | +194.8% | -41.2% | +236.0% | +233.6% |
| All | +725.3% | +41.2% | +684.1% | +638.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling