+712.5%
CAT vs COO
+40.7%
+671.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.7% | +6.4% |
| 7D | -2.4% | +4.3% | -6.7% | -3.9% |
| 30D | -25.0% | +17.6% | -42.6% | -29.4% |
| 3M | -28.7% | -13.9% | -14.8% | -25.6% |
| 6M | -33.0% | +6.6% | -39.5% | -36.0% |
| YTD | +5.4% | -22.0% | +27.4% | +13.4% |
| 1Y | +7.3% | -8.8% | +16.1% | +8.5% |
| 3Y | +166.0% | -21.5% | +187.5% | +174.6% |
| 5Y | +210.1% | -41.0% | +251.1% | +251.7% |
| 10Y | +712.5% | +40.9% | +671.6% | +614.2% |
| All | +712.5% | +40.7% | +671.8% | +614.2% |
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