+17,723.7%
CAT vs COP
+4,606.6%
+13,117.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -10.3% | -11.5% | +1.2% | -5.6% |
| 30D | -31.2% | +5.0% | -36.1% | -32.8% |
| 3M | -34.7% | +17.5% | -52.1% | -39.5% |
| 6M | -39.5% | +16.2% | -55.7% | -44.3% |
| YTD | -1.7% | +48.8% | -50.4% | -19.7% |
| 1Y | -1.1% | +64.1% | -65.2% | -22.9% |
| 3Y | +143.9% | +25.7% | +118.2% | +109.5% |
| 5Y | +194.8% | +114.4% | +80.4% | +93.9% |
| 10Y | +739.8% | +331.7% | +408.1% | +268.1% |
| All | +17,723.7% | +4,606.6% | +13,117.1% | +4,241.3% |
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