+712.5%
CAT vs COP
+319.0%
+393.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.5% | +7.7% |
| 7D | -2.4% | -8.4% | +6.0% | +1.0% |
| 30D | -25.0% | +0.3% | -25.3% | -25.4% |
| 3M | -28.7% | +15.1% | -43.8% | -33.2% |
| 6M | -33.0% | +19.8% | -52.7% | -38.8% |
| YTD | +5.4% | +46.8% | -41.4% | -12.9% |
| 1Y | +7.3% | +59.7% | -52.5% | -14.8% |
| 3Y | +166.0% | +28.7% | +137.3% | +127.4% |
| 5Y | +210.1% | +110.7% | +99.4% | +107.3% |
| 10Y | +712.5% | +298.3% | +414.2% | +313.1% |
| All | +712.5% | +319.0% | +393.5% | +313.1% |
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