+183.3%
CAT vs COP
+113.7%
+69.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -10.3% | -11.5% | +1.2% | -6.8% |
| 30D | -31.2% | +5.0% | -36.1% | -32.5% |
| 3M | -34.7% | +17.5% | -52.1% | -38.5% |
| 6M | -39.5% | +16.2% | -55.7% | -43.3% |
| YTD | -1.7% | +48.8% | -50.4% | -18.0% |
| 1Y | -1.1% | +64.1% | -65.2% | -21.2% |
| 3Y | +143.9% | +25.7% | +118.2% | +113.4% |
| All | +183.3% | +113.7% | +69.5% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling