+55.3%
BE vs CAT
+5.5%
+49.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.2% | -1.1% | +1.3% |
| 7D | -12.1% | -17.1% | +5.0% | +14.7% |
| 30D | -30.1% | -30.1% | 0.0% | +18.4% |
| 3M | -12.1% | -32.4% | +20.2% | +57.7% |
| 6M | -30.6% | -32.1% | +1.5% | +29.1% |
| YTD | +130.6% | +4.1% | +126.5% | +77.0% |
| 1Y | +55.3% | +8.9% | +46.4% | -0.3% |
| All | +55.3% | +5.5% | +49.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling