+213.9%
CAT vs BAX
-64.2%
+278.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +7.4% | +0.1% | +7.4% | +7.4% |
| 30D | -19.7% | +4.1% | -23.7% | -20.3% |
| 3M | -29.6% | -4.5% | -25.1% | -29.1% |
| 6M | -33.2% | +49.2% | -82.4% | -39.1% |
| YTD | +5.7% | +35.2% | -29.6% | -2.5% |
| 1Y | +9.3% | +38.3% | -28.9% | +0.3% |
| 3Y | +158.3% | -19.0% | +177.4% | +161.9% |
| All | +213.9% | -64.2% | +278.2% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling