+96.3%
CAT vs BB
+102.8%
-6.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.4% |
| 3M | -10.0% | -15.3% | +5.3% | -8.3% |
| 6M | +21.2% | +128.8% | -107.5% | +8.7% |
| YTD | +44.4% | +107.7% | -63.2% | +31.1% |
| 1Y | +96.3% | +103.9% | -7.6% | +84.2% |
| All | +96.3% | +102.8% | -6.5% | +84.2% |
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 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