+674.0%
CAT vs COST
+756.8%
-82.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | +4.6% | -10.9% | -7.8% |
| 30D | -26.8% | +12.8% | -39.6% | -29.9% |
| 3M | -30.0% | +12.1% | -42.1% | -32.9% |
| 6M | -34.6% | +6.0% | -40.6% | -36.5% |
| YTD | +2.9% | +24.4% | -21.5% | -6.0% |
| 1Y | +3.3% | +17.1% | -13.9% | -3.6% |
| 3Y | +153.7% | +92.2% | +61.5% | +89.3% |
| 5Y | +207.3% | +122.5% | +84.8% | +110.6% |
| 10Y | +674.0% | +758.9% | -84.9% | +222.2% |
| All | +674.0% | +756.8% | -82.8% | +222.2% |
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