+695.3%
CAT vs BB
+24.8%
+670.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | +9.3% | +9.0% | +0.4% | +8.0% |
| 30D | -21.5% | +7.7% | -29.2% | -22.4% |
| 3M | -29.1% | +4.0% | -33.1% | -29.8% |
| 6M | -33.4% | +46.6% | -80.0% | -37.5% |
| YTD | +6.6% | +140.6% | -134.1% | -7.1% |
| 1Y | +6.5% | +103.1% | -96.6% | -5.2% |
| 3Y | +162.7% | +150.5% | +12.1% | +118.9% |
| 5Y | +214.2% | -15.4% | +229.6% | +189.9% |
| All | +695.3% | +24.8% | +670.5% | +474.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling