+6.8%
CAT vs COP
+59.6%
-52.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.2% |
| 7D | +1.7% | +0.7% | +1.1% | +1.9% |
| 30D | -24.6% | +0.2% | -24.8% | -24.4% |
| 3M | -28.5% | +10.2% | -38.7% | -26.9% |
| 6M | -34.8% | +20.1% | -54.9% | -32.0% |
| YTD | +5.9% | +50.5% | -44.6% | +2.8% |
| 1Y | +6.8% | +56.8% | -50.0% | +4.4% |
| All | +6.8% | +59.6% | -52.7% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling