+1,008.9%
BE vs CAT
+603.0%
+405.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +8.7% |
| 7D | +29.8% | +5.6% | +24.2% | +23.7% |
| 30D | +26.4% | -2.3% | +28.7% | +29.6% |
| 3M | +9.3% | -10.0% | +19.3% | +24.5% |
| 6M | +105.1% | +21.2% | +83.8% | +80.6% |
| YTD | +219.0% | +44.4% | +174.6% | +144.5% |
| 1Y | +418.8% | +96.3% | +322.5% | +222.8% |
| 3Y | +1,784.6% | +203.9% | +1,580.7% | +735.7% |
| 5Y | +1,251.0% | +333.5% | +917.5% | +355.4% |
| All | +1,008.9% | +603.0% | +405.9% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling