+1,113.3%
CAT vs BAX
-34.3%
+1,147.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +1.7% | -1.1% | +2.9% | +2.1% |
| 30D | -6.6% | -5.5% | -1.1% | -5.1% |
| 3M | -13.3% | +33.5% | -46.8% | -21.9% |
| 6M | +11.6% | +35.9% | -24.2% | -0.4% |
| YTD | +42.9% | +35.4% | +7.6% | +26.2% |
| 1Y | +95.4% | +9.8% | +85.7% | +83.6% |
| 3Y | +196.6% | -32.7% | +229.3% | +221.9% |
| 5Y | +321.7% | -65.6% | +387.2% | +502.7% |
| All | +1,113.3% | -34.3% | +1,147.6% | +1,283.4% |
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