+1,113.3%
CAT vs COR
+407.0%
+706.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | +1.7% | +2.8% | -1.1% | +0.9% |
| 30D | -6.6% | +4.5% | -11.1% | -7.9% |
| 3M | -13.3% | +22.7% | -36.0% | -18.8% |
| 6M | +11.6% | -9.7% | +21.3% | +13.9% |
| YTD | +42.9% | -1.4% | +44.4% | +41.6% |
| 1Y | +95.4% | +13.9% | +81.5% | +83.8% |
| 3Y | +196.6% | +94.0% | +102.6% | +125.8% |
| 5Y | +321.7% | +184.0% | +137.6% | +177.4% |
| All | +1,113.3% | +407.0% | +706.3% | +564.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling