+5.8%
CAT vs COST
+16.7%
-10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +7.5% |
| 7D | -2.4% | +2.5% | -4.9% | -1.6% |
| 30D | -25.0% | +12.8% | -37.8% | -23.0% |
| 3M | -28.7% | +12.7% | -41.4% | -26.9% |
| 6M | -33.0% | +6.0% | -39.0% | -31.1% |
| YTD | +5.4% | +24.4% | -18.9% | +4.2% |
| All | +5.8% | +16.7% | -10.9% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling