+193.5%
CAT vs CPNG
-74.3%
+267.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | -6.3% | +7.2% | -13.5% | -7.0% |
| 30D | -26.8% | +3.2% | -30.0% | -27.1% |
| 3M | -30.0% | +0.9% | -30.9% | -30.3% |
| 6M | -34.6% | -3.8% | -30.8% | -34.7% |
| YTD | +2.9% | -30.8% | +33.7% | +5.6% |
| 1Y | +3.3% | -43.5% | +46.8% | +8.1% |
| 3Y | +153.7% | +6.6% | +147.1% | +147.9% |
| 5Y | +207.3% | -45.3% | +252.6% | +195.0% |
| All | +193.5% | -74.3% | +267.7% | +172.7% |
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