+885.1%
CAT vs BAH
+1,056.2%
-171.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.9% |
| 7D | -10.3% | -3.5% | -6.7% | -9.6% |
| 30D | -31.2% | +24.3% | -55.4% | -34.9% |
| 3M | -34.7% | +16.3% | -51.0% | -37.5% |
| 6M | -39.5% | +13.6% | -53.1% | -42.3% |
| YTD | -1.7% | +3.5% | -5.1% | -5.4% |
| 1Y | -1.1% | +2.7% | -3.8% | -4.9% |
| 3Y | +143.9% | -26.6% | +170.4% | +147.7% |
| 5Y | +194.8% | +8.5% | +186.3% | +158.9% |
| 10Y | +739.8% | +225.1% | +514.7% | +412.5% |
| All | +885.1% | +1,056.2% | -171.2% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling