+96.3%
CAT vs COR
+11.7%
+84.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.9% |
| 7D | +5.6% | -1.9% | +7.5% | +5.4% |
| 30D | -2.3% | +1.5% | -3.9% | -2.2% |
| 3M | -10.0% | +18.7% | -28.7% | -9.4% |
| 6M | +21.2% | -9.0% | +30.3% | +25.1% |
| YTD | +44.4% | -3.3% | +47.7% | +50.6% |
| 1Y | +96.3% | +9.8% | +86.5% | +109.8% |
| All | +96.3% | +11.7% | +84.5% | +109.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling