+712.5%
CAT vs COST
+777.9%
-65.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +6.8% |
| 7D | -2.4% | +2.5% | -4.9% | -3.3% |
| 30D | -25.0% | +12.8% | -37.8% | -28.2% |
| 3M | -28.7% | +12.7% | -41.4% | -31.8% |
| 6M | -33.0% | +6.0% | -39.0% | -34.9% |
| YTD | +5.4% | +24.4% | -18.9% | -3.7% |
| 1Y | +7.3% | +16.2% | -9.0% | +0.4% |
| 3Y | +166.0% | +96.9% | +69.1% | +96.5% |
| 5Y | +210.1% | +121.1% | +89.0% | +113.2% |
| 10Y | +712.5% | +758.4% | -45.9% | +239.7% |
| All | +712.5% | +777.9% | -65.3% | +239.7% |
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