+333.5%
CAT vs CPNG
-53.2%
+386.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +1.4% |
| 7D | +5.6% | -6.3% | +11.8% | +6.3% |
| 30D | -2.3% | -8.7% | +6.4% | -1.4% |
| 3M | -10.0% | -2.4% | -7.6% | -10.2% |
| 6M | +21.2% | -22.3% | +43.6% | +23.8% |
| YTD | +44.4% | -37.2% | +81.7% | +50.9% |
| 1Y | +96.3% | -53.0% | +149.3% | +111.9% |
| 3Y | +203.9% | -20.0% | +223.9% | +204.1% |
| 5Y | +333.5% | -52.8% | +386.3% | +326.8% |
| All | +333.5% | -53.2% | +386.7% | +326.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling