+143.9%
CAT vs BAX
-19.9%
+163.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | +12.1% | -22.4% | -12.3% |
| 30D | -31.2% | +7.6% | -38.8% | -32.2% |
| 3M | -34.7% | -4.5% | -30.2% | -34.2% |
| 6M | -39.5% | +52.0% | -91.5% | -45.5% |
| YTD | -1.7% | +35.1% | -36.8% | -10.0% |
| 1Y | -1.1% | +43.7% | -44.8% | -11.0% |
| 3Y | +143.9% | -20.9% | +164.8% | +147.1% |
| All | +143.9% | -19.9% | +163.8% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling