+5.8%
CAT vs BB
+100.0%
-94.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.5% | +1.7% | +6.2% |
| 7D | -2.4% | +15.0% | -17.4% | -4.8% |
| 30D | -25.0% | +3.5% | -28.5% | -25.5% |
| 3M | -28.7% | +2.7% | -31.4% | -29.3% |
| 6M | -33.0% | +44.7% | -77.7% | -35.7% |
| YTD | +5.4% | +143.3% | -137.8% | -7.4% |
| All | +5.8% | +100.0% | -94.2% | -4.8% |
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