+8.9%
CAT vs BAX
+46.0%
-37.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.2% | -5.7% |
| 7D | -17.1% | +4.1% | -21.2% | -17.5% |
| 30D | -30.1% | +9.4% | -39.5% | -30.8% |
| 3M | -32.4% | -6.5% | -25.9% | -31.8% |
| 6M | -32.1% | +59.6% | -91.7% | -38.1% |
| YTD | +4.1% | +38.9% | -34.8% | -3.3% |
| 1Y | +8.9% | +48.0% | -39.1% | +1.2% |
| All | +8.9% | +46.0% | -37.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling