+674.0%
CAT vs CPB
-40.9%
+714.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.4% |
| 7D | -6.3% | +2.9% | -9.2% | -6.4% |
| 30D | -26.8% | +17.6% | -44.4% | -27.3% |
| 3M | -30.0% | +2.0% | -32.1% | -30.1% |
| 6M | -34.6% | +11.6% | -46.2% | -35.2% |
| YTD | +2.9% | -13.8% | +16.7% | +4.0% |
| 1Y | +3.3% | -21.6% | +24.8% | +5.2% |
| 3Y | +153.7% | -35.8% | +189.5% | +161.0% |
| 5Y | +207.3% | -33.3% | +240.6% | +213.9% |
| 10Y | +674.0% | -39.4% | +713.4% | +680.6% |
| All | +674.0% | -40.9% | +714.9% | +680.6% |
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