+151.6%
CAT vs COP
+28.2%
+123.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -6.3% | -6.1% | -0.2% | -5.1% |
| 30D | -26.8% | +1.1% | -27.9% | -27.2% |
| 3M | -30.0% | +10.9% | -41.0% | -32.1% |
| 6M | -34.6% | +20.8% | -55.3% | -38.3% |
| YTD | +2.9% | +48.0% | -45.1% | -12.5% |
| 1Y | +3.3% | +58.5% | -55.2% | -15.1% |
| All | +151.6% | +28.2% | +123.4% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling