+695.3%
CAT vs BAX
-36.0%
+731.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | +9.3% | +0.4% | +9.0% | +9.2% |
| 30D | -21.5% | +3.4% | -24.9% | -22.4% |
| 3M | -29.1% | -4.5% | -24.6% | -28.4% |
| 6M | -33.4% | +44.0% | -77.4% | -41.7% |
| YTD | +6.6% | +34.9% | -28.3% | -6.2% |
| 1Y | +6.5% | +37.9% | -31.4% | -7.2% |
| 3Y | +162.7% | -17.1% | +179.7% | +162.7% |
| 5Y | +214.2% | -64.3% | +278.5% | +342.4% |
| All | +695.3% | -36.0% | +731.3% | +833.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling