+143.9%
CAT vs BB
+132.4%
+11.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.2% |
| 7D | -10.3% | +3.8% | -14.1% | -10.9% |
| 30D | -31.2% | -0.3% | -30.9% | -31.3% |
| 3M | -34.7% | -0.5% | -34.2% | -35.0% |
| 6M | -39.5% | +45.9% | -85.4% | -43.5% |
| YTD | -1.7% | +130.6% | -132.3% | -15.0% |
| 1Y | -1.1% | +89.2% | -90.3% | -12.1% |
| 3Y | +143.9% | +137.5% | +6.4% | +96.8% |
| All | +143.9% | +132.4% | +11.4% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling