+675.5%
BE vs CAT
+413.1%
+262.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.2% | +4.7% | +5.1% |
| 7D | -1.2% | -2.4% | +1.2% | +2.3% |
| 30D | -30.9% | -25.0% | -5.9% | -8.1% |
| 3M | -11.6% | -28.7% | +17.1% | +24.0% |
| 6M | -25.7% | -33.0% | +7.3% | +14.4% |
| YTD | +123.1% | +5.4% | +117.7% | +133.8% |
| 1Y | +43.4% | +7.3% | +36.1% | +51.1% |
| 3Y | +1,683.6% | +166.0% | +1,517.6% | +842.5% |
| 5Y | +465.4% | +210.1% | +255.3% | +164.3% |
| All | +675.5% | +413.1% | +262.4% | +126.5% |
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