+25,808.1%
CAT vs COO
+5,988.7%
+19,819.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | -6.6% | -7.0% | +0.5% | -6.0% |
| 3M | -13.3% | +12.2% | -25.5% | -14.3% |
| 6M | +11.6% | -15.1% | +26.7% | +12.9% |
| YTD | +42.9% | -15.1% | +58.0% | +44.6% |
| 1Y | +95.4% | +2.3% | +93.1% | +94.6% |
| 3Y | +196.6% | -23.7% | +220.3% | +201.1% |
| 5Y | +321.7% | -38.9% | +360.6% | +333.9% |
| 10Y | +1,140.8% | +49.9% | +1,090.9% | +1,099.9% |
| All | +25,808.1% | +5,988.7% | +19,819.4% | +21,838.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling