+1,126.0%
CAT vs BAH
+182.5%
+943.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.3% |
| 7D | +5.6% | -4.3% | +9.9% | +6.6% |
| 30D | -2.3% | -4.5% | +2.1% | -1.5% |
| 3M | -10.0% | -7.6% | -2.4% | -8.8% |
| 6M | +21.2% | -10.6% | +31.9% | +23.0% |
| YTD | +44.4% | -12.6% | +57.0% | +45.6% |
| 1Y | +96.3% | -27.0% | +123.3% | +107.3% |
| 3Y | +203.9% | -31.5% | +235.4% | +208.5% |
| 5Y | +333.5% | -3.8% | +337.3% | +279.5% |
| 10Y | +1,126.0% | +183.9% | +942.1% | +627.4% |
| All | +1,126.0% | +182.5% | +943.5% | +627.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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