+695.3%
CAT vs CP
+259.0%
+436.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | +9.3% | +0.9% | +8.4% | +8.8% |
| 30D | -21.5% | +10.3% | -31.8% | -26.5% |
| 3M | -29.1% | +2.3% | -31.4% | -30.4% |
| 6M | -33.4% | +10.7% | -44.1% | -38.1% |
| YTD | +6.6% | +29.3% | -22.8% | -10.5% |
| 1Y | +6.5% | +31.5% | -24.9% | -11.5% |
| 3Y | +162.7% | +36.7% | +126.0% | +107.8% |
| 5Y | +214.2% | +26.8% | +187.4% | +155.5% |
| All | +695.3% | +259.0% | +436.3% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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