+688.6%
CAT vs COO
+41.1%
+647.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.1% |
| 7D | +7.4% | +0.5% | +7.0% | +7.3% |
| 30D | -19.7% | +14.2% | -33.8% | -23.6% |
| 3M | -29.6% | -18.2% | -11.4% | -25.2% |
| 6M | -33.2% | +5.3% | -38.5% | -36.0% |
| YTD | +5.7% | -23.6% | +29.2% | +14.4% |
| 1Y | +9.3% | -12.7% | +22.0% | +12.3% |
| 3Y | +158.3% | -24.2% | +182.5% | +170.1% |
| 5Y | +211.6% | -40.0% | +251.6% | +250.3% |
| All | +688.6% | +41.1% | +647.5% | +594.2% |
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