+213.9%
CAT vs CPB
-33.2%
+247.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -0.6% |
| 7D | +7.4% | -1.6% | +9.0% | +7.4% |
| 30D | -19.7% | +19.2% | -38.9% | -19.0% |
| 3M | -29.6% | -0.9% | -28.7% | -29.2% |
| 6M | -33.2% | +15.2% | -48.4% | -33.1% |
| YTD | +5.7% | -13.1% | +18.7% | +7.3% |
| 1Y | +9.3% | -22.4% | +31.8% | +11.8% |
| 3Y | +158.3% | -35.3% | +193.6% | +163.6% |
| All | +213.9% | -33.2% | +247.2% | +215.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling