+532.2%
BE vs CAT
+210.5%
+321.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.0% |
| 7D | +10.8% | +7.4% | +3.4% | +3.0% |
| 30D | -19.8% | -19.7% | -0.1% | +3.6% |
| 3M | -18.7% | -29.6% | +10.9% | +21.7% |
| 6M | -33.7% | -33.2% | -0.5% | +9.0% |
| YTD | +121.0% | +5.7% | +115.3% | +132.0% |
| 1Y | +85.4% | +9.3% | +76.1% | +91.5% |
| 3Y | +1,709.5% | +158.3% | +1,551.2% | +820.3% |
| All | +532.2% | +210.5% | +321.7% | +168.4% |
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