+17,723.7%
CAT vs CPB
+360.6%
+17,363.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -10.3% | +8.0% | -18.3% | -12.0% |
| 30D | -31.2% | +22.4% | -53.6% | -34.6% |
| 3M | -34.7% | +2.5% | -37.2% | -35.6% |
| 6M | -39.5% | +12.2% | -51.7% | -42.1% |
| YTD | -1.7% | -12.8% | +11.2% | -0.5% |
| 1Y | -1.1% | -19.2% | +18.0% | +1.7% |
| 3Y | +143.9% | -35.6% | +179.4% | +160.6% |
| 5Y | +194.8% | -31.4% | +226.2% | +205.4% |
| 10Y | +739.8% | -37.9% | +777.7% | +748.6% |
| All | +17,723.7% | +360.6% | +17,363.2% | +9,842.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling