+674.0%
CAT vs CP
+255.2%
+418.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -6.3% | +2.8% | -9.1% | -8.0% |
| 30D | -26.8% | +11.0% | -37.8% | -31.7% |
| 3M | -30.0% | +3.8% | -33.9% | -32.0% |
| 6M | -34.6% | +9.5% | -44.1% | -38.9% |
| YTD | +2.9% | +28.2% | -25.3% | -13.1% |
| 1Y | +3.3% | +33.0% | -29.7% | -14.8% |
| 3Y | +153.7% | +35.5% | +118.1% | +101.8% |
| 5Y | +207.3% | +25.8% | +181.5% | +151.1% |
| 10Y | +674.0% | +250.7% | +423.3% | +215.7% |
| All | +674.0% | +255.2% | +418.8% | +215.7% |
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