+712.5%
CAT vs COR
+534.3%
+178.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +6.2% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | -25.0% | +6.8% | -31.8% | -26.5% |
| 3M | -28.7% | +8.1% | -36.8% | -30.6% |
| 6M | -33.0% | +33.0% | -66.0% | -39.1% |
| YTD | +5.4% | +3.0% | +2.4% | +2.9% |
| 1Y | +7.3% | -3.4% | +10.7% | +6.8% |
| 3Y | +166.0% | +80.1% | +85.9% | +106.6% |
| 5Y | +210.1% | +194.7% | +15.4% | +97.4% |
| 10Y | +712.5% | +512.3% | +200.2% | +310.3% |
| All | +712.5% | +534.3% | +178.2% | +310.3% |
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