+17,723.7%
CAT vs BAX
+898.9%
+16,824.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -10.3% | +12.1% | -22.4% | -13.4% |
| 30D | -31.2% | +7.6% | -38.8% | -32.8% |
| 3M | -34.7% | -4.5% | -30.2% | -34.1% |
| 6M | -39.5% | +52.0% | -91.5% | -47.4% |
| YTD | -1.7% | +35.1% | -36.8% | -12.4% |
| 1Y | -1.1% | +43.7% | -44.8% | -13.8% |
| 3Y | +143.9% | -20.9% | +164.8% | +146.9% |
| 5Y | +194.8% | -63.5% | +258.3% | +269.7% |
| 10Y | +739.8% | -36.0% | +775.8% | +787.6% |
| All | +17,723.7% | +898.9% | +16,824.8% | +8,316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling