+158.3%
CAT vs COR
+85.8%
+72.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.7% |
| 7D | +7.4% | +7.6% | -0.2% | +8.0% |
| 30D | -19.7% | +6.8% | -26.5% | -19.2% |
| 3M | -29.6% | +16.0% | -45.6% | -28.8% |
| 6M | -33.2% | +41.0% | -74.2% | -32.1% |
| YTD | +5.7% | +6.9% | -1.3% | +8.1% |
| 1Y | +9.3% | -1.0% | +10.4% | +11.4% |
| 3Y | +158.3% | +84.6% | +73.7% | +194.0% |
| All | +158.3% | +85.8% | +72.5% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling