+326.0%
CAT vs CPB
-39.5%
+365.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.7% |
| 7D | +1.7% | -8.6% | +10.3% | +1.6% |
| 30D | -6.6% | -7.2% | +0.7% | -6.7% |
| 3M | -13.3% | +0.9% | -14.2% | -13.5% |
| 6M | +11.6% | -11.8% | +23.4% | +12.1% |
| YTD | +42.9% | -19.4% | +62.4% | +44.3% |
| 1Y | +95.4% | -30.4% | +125.8% | +99.3% |
| 3Y | +196.6% | -40.2% | +236.7% | +201.2% |
| All | +326.0% | -39.5% | +365.5% | +330.9% |
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