+712.5%
CAT vs CPB
-39.9%
+752.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.2% |
| 7D | -2.4% | +3.3% | -5.7% | -2.5% |
| 30D | -25.0% | +19.0% | -44.0% | -25.5% |
| 3M | -28.7% | +0.4% | -29.2% | -28.7% |
| 6M | -33.0% | +13.0% | -46.0% | -33.6% |
| YTD | +5.4% | -12.7% | +18.2% | +6.5% |
| 1Y | +7.3% | -20.9% | +28.1% | +9.2% |
| 3Y | +166.0% | -35.4% | +201.4% | +173.6% |
| 5Y | +210.1% | -32.3% | +242.4% | +216.5% |
| 10Y | +712.5% | -40.5% | +753.1% | +744.4% |
| All | +712.5% | -39.9% | +752.5% | +744.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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