+688.6%
CAT vs COP
+342.2%
+346.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | +7.4% | +4.4% | +3.0% | +5.6% |
| 30D | -19.7% | 0.0% | -19.6% | -19.9% |
| 3M | -29.6% | +15.0% | -44.6% | -33.9% |
| 6M | -33.2% | +22.0% | -55.2% | -39.4% |
| YTD | +5.7% | +55.3% | -49.7% | -14.6% |
| 1Y | +9.3% | +64.1% | -54.8% | -13.9% |
| 3Y | +158.3% | +34.1% | +124.3% | +117.4% |
| 5Y | +211.6% | +133.4% | +78.2% | +99.7% |
| All | +688.6% | +342.2% | +346.4% | +287.1% |
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