+158.3%
CAT vs COST
+100.1%
+58.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +7.4% | +5.0% | +2.4% | +7.2% |
| 30D | -19.7% | +12.8% | -32.5% | -20.3% |
| 3M | -29.6% | +15.2% | -44.8% | -30.3% |
| 6M | -33.2% | +7.4% | -40.6% | -33.1% |
| YTD | +5.7% | +29.0% | -23.4% | +1.8% |
| 1Y | +9.3% | +20.3% | -10.9% | +6.7% |
| 3Y | +158.3% | +99.0% | +59.3% | +124.1% |
| All | +158.3% | +100.1% | +58.2% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling