+18,551.4%
CAT vs COP
+4,583.1%
+13,968.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -6.3% | -6.1% | -0.2% | -3.8% |
| 30D | -26.8% | +1.1% | -27.9% | -27.4% |
| 3M | -30.0% | +10.9% | -41.0% | -33.6% |
| 6M | -34.6% | +20.8% | -55.3% | -40.8% |
| YTD | +2.9% | +48.0% | -45.1% | -15.8% |
| 1Y | +3.3% | +58.5% | -55.2% | -18.3% |
| 3Y | +153.7% | +28.1% | +125.6% | +116.0% |
| 5Y | +207.3% | +120.5% | +86.8% | +99.6% |
| 10Y | +674.0% | +310.1% | +363.9% | +246.5% |
| All | +18,551.4% | +4,583.1% | +13,968.2% | +4,449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling