+1,110.7%
CAT vs CPB
-47.3%
+1,158.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.9% |
| 7D | +1.7% | -8.6% | +10.3% | +2.1% |
| 30D | -6.6% | -7.2% | +0.7% | -6.3% |
| 3M | -13.3% | +0.9% | -14.2% | -13.6% |
| 6M | +11.6% | -11.8% | +23.4% | +12.3% |
| YTD | +42.9% | -19.4% | +62.4% | +44.8% |
| 1Y | +95.4% | -30.4% | +125.8% | +100.4% |
| 3Y | +196.6% | -40.2% | +236.7% | +205.9% |
| 5Y | +321.7% | -39.5% | +361.2% | +333.2% |
| All | +1,110.7% | -47.3% | +1,158.1% | +1,210.5% |
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