+8.9%
CAT vs BB
+88.0%
-79.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.0% | -12.2% | -6.4% |
| 7D | -17.1% | -6.8% | -10.3% | -16.1% |
| 30D | -30.1% | -3.5% | -26.6% | -29.7% |
| 3M | -32.4% | -1.2% | -31.1% | -32.5% |
| 6M | -32.1% | +57.0% | -89.1% | -35.4% |
| YTD | +4.1% | +131.1% | -127.0% | -8.2% |
| 1Y | +8.9% | +87.6% | -78.7% | 0.0% |
| All | +8.9% | +88.0% | -79.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling