+1,076.1%
BE vs CAT
+322.3%
+753.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.6% | +5.5% |
| 7D | +20.0% | +1.7% | +18.3% | +17.9% |
| 30D | +7.9% | -6.6% | +14.5% | +16.4% |
| 3M | -13.2% | -13.3% | +0.1% | +4.5% |
| 6M | +53.5% | +11.6% | +41.8% | +43.9% |
| YTD | +191.0% | +42.9% | +148.1% | +115.1% |
| 1Y | +360.5% | +95.4% | +265.1% | +169.2% |
| 3Y | +1,568.0% | +196.6% | +1,371.4% | +577.6% |
| All | +1,076.1% | +322.3% | +753.8% | +260.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling