+192.1%
CAT vs CP
+27.2%
+165.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.0% |
| 7D | -14.5% | +6.1% | -20.6% | -17.5% |
| 30D | -35.7% | +9.8% | -45.5% | -39.2% |
| 3M | -36.3% | +2.7% | -39.0% | -37.5% |
| 6M | -38.5% | +12.8% | -51.3% | -43.2% |
| YTD | -2.5% | +28.2% | -30.7% | -16.3% |
| 1Y | -1.9% | +34.1% | -36.0% | -18.0% |
| 3Y | +139.2% | +28.9% | +110.3% | +99.9% |
| 5Y | +192.1% | +27.1% | +165.1% | +137.1% |
| All | +192.1% | +27.2% | +165.0% | +137.1% |
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 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