+39.3%
BE vs CAT
+6.0%
+33.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.2% | +4.7% | +1.1% |
| 7D | -1.2% | -2.4% | +1.2% | +3.7% |
| 30D | -30.9% | -25.0% | -5.9% | +6.8% |
| 3M | -11.6% | -28.7% | +17.1% | +47.9% |
| 6M | -25.7% | -33.0% | +7.3% | +41.5% |
| YTD | +123.1% | +5.4% | +117.7% | +70.4% |
| All | +39.3% | +6.0% | +33.3% | +0.1% |
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