+183.3%
CAT vs CPB
-31.3%
+214.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.8% |
| 7D | -10.3% | +8.0% | -18.3% | -9.9% |
| 30D | -31.2% | +22.4% | -53.6% | -30.5% |
| 3M | -34.7% | +2.5% | -37.2% | -34.3% |
| 6M | -39.5% | +12.2% | -51.7% | -39.3% |
| YTD | -1.7% | -12.8% | +11.2% | -0.1% |
| 1Y | -1.1% | -19.2% | +18.0% | +0.8% |
| 3Y | +143.9% | -35.6% | +179.4% | +149.2% |
| All | +183.3% | -31.3% | +214.6% | +183.9% |
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