+326.0%
CAT vs CP
+32.0%
+294.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +1.7% | -2.7% | +4.4% | +3.3% |
| 30D | -6.6% | +0.2% | -6.7% | -6.7% |
| 3M | -13.3% | +2.6% | -15.9% | -15.0% |
| 6M | +11.6% | +6.0% | +5.6% | +7.4% |
| YTD | +42.9% | +24.9% | +18.0% | +24.8% |
| 1Y | +95.4% | +20.1% | +75.3% | +74.1% |
| 3Y | +196.6% | +16.4% | +180.2% | +163.9% |
| All | +326.0% | +32.0% | +294.0% | +234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling