-1.1%
CAT vs COR
-4.6%
+3.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.7% |
| 7D | -10.3% | +0.8% | -11.1% | -10.1% |
| 30D | -31.2% | +5.1% | -36.3% | -30.7% |
| 3M | -34.7% | +2.8% | -37.5% | -34.3% |
| 6M | -39.5% | +32.5% | -72.0% | -39.4% |
| YTD | -1.7% | -0.7% | -1.0% | +3.9% |
| 1Y | -1.1% | -6.7% | +5.6% | +3.4% |
| All | -1.1% | -4.6% | +3.5% | +3.4% |
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 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