+1,709.5%
BE vs CAT
+161.3%
+1,548.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -3.8% |
| 7D | +10.8% | +7.4% | +3.4% | +1.8% |
| 30D | -19.8% | -19.7% | -0.1% | +7.3% |
| 3M | -18.7% | -29.6% | +10.9% | +28.7% |
| 6M | -33.7% | -33.2% | -0.5% | +16.5% |
| YTD | +121.0% | +5.7% | +115.3% | +128.5% |
| 1Y | +85.4% | +9.3% | +76.1% | +88.1% |
| 3Y | +1,709.5% | +158.3% | +1,551.2% | +499.5% |
| All | +1,709.5% | +161.3% | +1,548.2% | +499.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling