+214.2%
CAT vs COR
+193.1%
+21.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | +9.3% | +2.9% | +6.5% | +9.0% |
| 30D | -21.5% | +5.8% | -27.3% | -22.0% |
| 3M | -29.1% | +11.4% | -40.5% | -30.0% |
| 6M | -33.4% | +34.5% | -67.8% | -36.4% |
| YTD | +6.6% | +4.1% | +2.5% | +6.5% |
| 1Y | +6.5% | -3.1% | +9.7% | +8.0% |
| 3Y | +162.7% | +80.9% | +81.8% | +112.7% |
| 5Y | +214.2% | +195.1% | +19.1% | +100.1% |
| All | +214.2% | +193.1% | +21.2% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling