+213.9%
CAT vs BAH
+6.1%
+207.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +7.4% | +1.7% | +5.7% | +7.3% |
| 30D | -19.7% | +20.8% | -40.5% | -21.0% |
| 3M | -29.6% | +11.6% | -41.2% | -30.3% |
| 6M | -33.2% | +23.1% | -56.3% | -34.7% |
| YTD | +5.7% | +5.3% | +0.4% | +4.5% |
| 1Y | +9.3% | +6.1% | +3.2% | +7.8% |
| 3Y | +158.3% | -27.5% | +185.8% | +161.9% |
| All | +213.9% | +6.1% | +207.8% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling