+1,157.1%
CAT vs COST
+600.2%
+556.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +2.9% | -2.8% | +5.7% | +3.9% |
| 30D | -2.6% | -5.3% | +2.6% | -0.9% |
| 3M | -10.7% | -6.7% | -4.0% | -9.0% |
| 6M | +16.1% | -9.9% | +26.1% | +19.5% |
| YTD | +43.2% | +5.1% | +38.1% | +38.9% |
| 1Y | +96.8% | -7.3% | +104.1% | +99.5% |
| 3Y | +201.4% | +70.4% | +131.0% | +134.1% |
| 5Y | +332.7% | +104.4% | +228.3% | +202.5% |
| 10Y | +1,157.1% | +609.0% | +548.1% | +439.4% |
| All | +1,157.1% | +600.2% | +556.9% | +439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling