+203.9%
CAT vs CPNG
-19.7%
+223.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +1.5% |
| 7D | +5.6% | -6.3% | +11.8% | +6.6% |
| 30D | -2.3% | -8.7% | +6.4% | -1.1% |
| 3M | -10.0% | -2.4% | -7.6% | -10.4% |
| 6M | +21.2% | -22.3% | +43.6% | +24.2% |
| YTD | +44.4% | -37.2% | +81.7% | +52.9% |
| 1Y | +96.3% | -53.0% | +149.3% | +118.5% |
| 3Y | +203.9% | -20.0% | +223.9% | +194.2% |
| All | +203.9% | -19.7% | +223.6% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling