+712.5%
CAT vs CP
+261.0%
+451.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +5.9% |
| 7D | -2.4% | +2.8% | -5.2% | -4.2% |
| 30D | -25.0% | +11.3% | -36.3% | -30.2% |
| 3M | -28.7% | +2.9% | -31.6% | -30.3% |
| 6M | -33.0% | +9.8% | -42.7% | -37.5% |
| YTD | +5.4% | +28.5% | -23.1% | -11.1% |
| 1Y | +7.3% | +33.5% | -26.2% | -11.7% |
| 3Y | +166.0% | +31.9% | +134.1% | +115.2% |
| 5Y | +210.1% | +25.5% | +184.6% | +153.8% |
| 10Y | +712.5% | +257.6% | +454.9% | +227.0% |
| All | +712.5% | +261.0% | +451.5% | +227.0% |
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