+712.5%
CAT vs BAX
-35.6%
+748.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +6.5% |
| 7D | -2.4% | +9.0% | -11.4% | -5.0% |
| 30D | -25.0% | +8.5% | -33.5% | -26.9% |
| 3M | -28.7% | -4.1% | -24.6% | -28.1% |
| 6M | -33.0% | +46.9% | -79.9% | -41.8% |
| YTD | +5.4% | +38.4% | -33.0% | -7.9% |
| 1Y | +7.3% | +47.0% | -39.7% | -8.5% |
| 3Y | +166.0% | -14.9% | +181.0% | +164.1% |
| 5Y | +210.1% | -62.5% | +272.6% | +327.1% |
| 10Y | +712.5% | -33.9% | +746.4% | +850.2% |
| All | +712.5% | -35.6% | +748.2% | +850.2% |
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 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