+308.4%
CAT vs CPNG
-76.8%
+385.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.9% | -7.6% | +10.5% | +3.7% |
| 30D | -2.6% | -8.8% | +6.2% | -1.8% |
| 3M | -10.7% | -7.2% | -3.4% | -10.3% |
| 6M | +16.1% | -21.5% | +37.7% | +18.1% |
| YTD | +43.2% | -37.4% | +80.7% | +48.7% |
| 1Y | +96.8% | -54.3% | +151.2% | +110.6% |
| 3Y | +201.4% | -20.3% | +221.7% | +202.2% |
| 5Y | +332.7% | -51.2% | +383.9% | +319.1% |
| All | +308.4% | -76.8% | +385.2% | +284.0% |
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