+8,899.8%
CAT vs COR
+18,492.1%
-9,592.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | -6.3% | +2.4% | -8.7% | -6.8% |
| 30D | -26.8% | +7.7% | -34.5% | -28.1% |
| 3M | -30.0% | +7.5% | -37.5% | -31.4% |
| 6M | -34.6% | +34.1% | -68.7% | -39.2% |
| YTD | +2.9% | +3.9% | -1.0% | +0.6% |
| 1Y | +3.3% | -3.6% | +6.9% | +2.6% |
| 3Y | +153.7% | +80.5% | +73.2% | +114.7% |
| 5Y | +207.3% | +194.9% | +12.4% | +130.9% |
| 10Y | +674.0% | +486.6% | +187.4% | +387.9% |
| All | +8,899.8% | +18,492.1% | -9,592.4% | +3,201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling