+700.3%
CAT vs BAH
+211.3%
+489.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | -24.6% | +18.0% | -42.6% | -27.3% |
| 3M | -28.5% | +11.4% | -39.9% | -30.5% |
| 6M | -34.8% | +17.7% | -52.5% | -37.8% |
| YTD | +5.9% | +5.4% | +0.6% | +2.2% |
| 1Y | +6.8% | +2.8% | +4.1% | +3.6% |
| 3Y | +161.1% | -26.7% | +187.7% | +165.8% |
| 5Y | +213.4% | +8.1% | +205.4% | +170.2% |
| 10Y | +700.3% | +202.5% | +497.8% | +386.3% |
| All | +700.3% | +211.3% | +489.0% | +386.3% |
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