+1,126.0%
CAT vs BB
+3.3%
+1,122.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +5.6% | +0.5% | +5.0% | +5.5% |
| 30D | -2.3% | -12.4% | +10.0% | -0.7% |
| 3M | -10.0% | -15.3% | +5.3% | -8.5% |
| 6M | +21.2% | +128.8% | -107.5% | +6.9% |
| YTD | +44.4% | +107.7% | -63.2% | +28.9% |
| 1Y | +96.3% | +103.9% | -7.6% | +74.8% |
| 3Y | +203.9% | +72.6% | +131.3% | +165.6% |
| 5Y | +333.5% | -24.3% | +357.8% | +306.8% |
| 10Y | +1,126.0% | +3.1% | +1,122.9% | +782.4% |
| All | +1,126.0% | +3.3% | +1,122.8% | +782.4% |
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