+674.0%
CAT vs COO
+38.3%
+635.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -6.3% | +4.5% | -10.8% | -7.8% |
| 30D | -26.8% | +16.9% | -43.7% | -31.0% |
| 3M | -30.0% | -16.7% | -13.3% | -26.1% |
| 6M | -34.6% | +5.9% | -40.5% | -37.4% |
| YTD | +2.9% | -22.4% | +25.3% | +10.9% |
| 1Y | +3.3% | -10.1% | +13.4% | +5.0% |
| 3Y | +153.7% | -22.8% | +176.5% | +163.5% |
| 5Y | +207.3% | -41.4% | +248.7% | +249.5% |
| 10Y | +674.0% | +41.3% | +632.8% | +578.0% |
| All | +674.0% | +38.3% | +635.7% | +578.0% |
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