+201.3%
CAT vs CPNG
-76.1%
+277.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | +7.4% | -6.8% | +14.2% | +8.1% |
| 30D | -19.7% | +5.5% | -25.2% | -20.2% |
| 3M | -29.6% | -6.8% | -22.8% | -29.3% |
| 6M | -33.2% | -4.8% | -28.4% | -33.3% |
| YTD | +5.7% | -35.6% | +41.3% | +9.1% |
| 1Y | +9.3% | -46.8% | +56.1% | +15.0% |
| 3Y | +158.3% | -0.8% | +159.1% | +154.1% |
| 5Y | +211.6% | -42.9% | +254.4% | +201.5% |
| All | +201.3% | -76.1% | +277.4% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling