+1,110.7%
CAT vs COP
+343.7%
+767.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +1.7% | +3.0% | -1.3% | +0.5% |
| 30D | -6.6% | +17.5% | -24.0% | -12.5% |
| 3M | -13.3% | +13.4% | -26.7% | -18.3% |
| 6M | +11.6% | +17.7% | -6.1% | +2.2% |
| YTD | +42.9% | +46.6% | -3.6% | +19.0% |
| 1Y | +95.4% | +44.6% | +50.8% | +62.5% |
| 3Y | +196.6% | +20.7% | +175.9% | +161.6% |
| 5Y | +321.7% | +185.0% | +136.6% | +148.8% |
| All | +1,110.7% | +343.7% | +767.0% | +481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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