+674.0%
CAT vs BB
+28.9%
+645.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -6.3% | +11.6% | -17.9% | -7.8% |
| 30D | -26.8% | +2.6% | -29.4% | -27.2% |
| 3M | -30.0% | +3.5% | -33.6% | -30.7% |
| 6M | -34.6% | +43.5% | -78.1% | -38.5% |
| YTD | +2.9% | +141.2% | -138.3% | -10.3% |
| 1Y | +3.3% | +97.4% | -94.1% | -7.7% |
| 3Y | +153.7% | +151.1% | +2.6% | +111.4% |
| 5Y | +207.3% | -12.8% | +220.1% | +182.5% |
| 10Y | +674.0% | +27.5% | +646.5% | +461.2% |
| All | +674.0% | +28.9% | +645.1% | +461.2% |
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