+326.0%
CAT vs BAH
-3.4%
+329.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +1.7% | -3.2% | +5.0% | +2.0% |
| 30D | -6.6% | +2.0% | -8.6% | -6.9% |
| 3M | -13.3% | -7.6% | -5.7% | -12.3% |
| 6M | +11.6% | -5.7% | +17.3% | +12.0% |
| YTD | +42.9% | -11.7% | +54.7% | +43.7% |
| 1Y | +95.4% | -27.4% | +122.8% | +104.0% |
| 3Y | +196.6% | -32.5% | +229.1% | +194.5% |
| All | +326.0% | -3.4% | +329.4% | +268.3% |
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 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