+6.8%
CAT vs BB
+103.9%
-97.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.4% |
| 7D | +1.7% | +7.3% | -5.6% | +0.5% |
| 30D | -24.6% | +11.2% | -35.8% | -26.0% |
| 3M | -28.5% | +4.7% | -33.2% | -29.3% |
| 6M | -34.8% | +51.1% | -85.9% | -37.8% |
| YTD | +5.9% | +148.0% | -142.1% | -7.2% |
| 1Y | +6.8% | +106.1% | -99.3% | -4.5% |
| All | +6.8% | +103.9% | -97.1% | -4.5% |
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