+333.5%
CAT vs COST
+109.2%
+224.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.2% |
| 7D | +5.6% | -3.2% | +8.7% | +6.3% |
| 30D | -2.3% | -4.0% | +1.6% | -1.5% |
| 3M | -10.0% | -6.5% | -3.5% | -8.9% |
| 6M | +21.2% | -8.5% | +29.8% | +23.2% |
| YTD | +44.4% | +6.0% | +38.4% | +40.7% |
| 1Y | +96.3% | -5.8% | +102.1% | +97.3% |
| 3Y | +203.9% | +71.8% | +132.1% | +148.0% |
| 5Y | +333.5% | +106.2% | +227.3% | +229.5% |
| All | +333.5% | +109.2% | +224.3% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling