+1,331.9%
CAT vs BAH
+886.2%
+445.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +1.7% | -3.2% | +5.0% | +2.5% |
| 30D | -6.6% | +2.0% | -8.6% | -7.2% |
| 3M | -13.3% | -7.6% | -5.7% | -12.2% |
| 6M | +11.6% | -5.7% | +17.3% | +11.5% |
| YTD | +42.9% | -11.7% | +54.7% | +43.7% |
| 1Y | +95.4% | -27.4% | +122.8% | +106.7% |
| 3Y | +196.6% | -32.5% | +229.1% | +206.6% |
| 5Y | +321.7% | -3.3% | +325.0% | +280.9% |
| 10Y | +1,140.8% | +186.0% | +954.8% | +683.2% |
| All | +1,331.9% | +886.2% | +445.7% | +457.0% |
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 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