+213.4%
CAT vs CPB
-33.9%
+247.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.2% | +2.8% |
| 7D | +1.7% | -4.1% | +5.8% | +1.5% |
| 30D | -24.6% | +16.9% | -41.5% | -24.0% |
| 3M | -28.5% | -0.6% | -27.9% | -28.2% |
| 6M | -34.8% | +11.4% | -46.2% | -34.8% |
| YTD | +5.9% | -14.8% | +20.7% | +7.4% |
| 1Y | +6.8% | -24.8% | +31.6% | +9.2% |
| 3Y | +161.1% | -36.6% | +197.7% | +166.1% |
| 5Y | +213.4% | -33.3% | +246.8% | +210.8% |
| All | +213.4% | -33.9% | +247.3% | +210.8% |
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