+1,126.0%
CAT vs BAX
-36.7%
+1,162.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +2.2% |
| 7D | +5.6% | -2.4% | +8.0% | +6.3% |
| 30D | -2.3% | -9.7% | +7.4% | +0.6% |
| 3M | -10.0% | +29.3% | -39.3% | -18.2% |
| 6M | +21.2% | +40.7% | -19.4% | +6.8% |
| YTD | +44.4% | +30.3% | +14.2% | +29.0% |
| 1Y | +96.3% | +3.4% | +92.9% | +88.0% |
| 3Y | +203.9% | -32.0% | +235.9% | +227.0% |
| 5Y | +333.5% | -66.9% | +400.4% | +527.0% |
| 10Y | +1,126.0% | -37.1% | +1,163.1% | +1,313.8% |
| All | +1,126.0% | -36.7% | +1,162.8% | +1,313.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling