+160.5%
CAT vs BB
+154.0%
+6.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +9.3% | +9.0% | +0.4% | +7.8% |
| 30D | -21.5% | +7.7% | -29.2% | -22.6% |
| 3M | -29.1% | +4.0% | -33.1% | -29.9% |
| 6M | -33.4% | +46.6% | -80.0% | -37.9% |
| YTD | +6.6% | +140.6% | -134.1% | -8.6% |
| 1Y | +6.5% | +103.1% | -96.6% | -6.5% |
| All | +160.5% | +154.0% | +6.5% | +105.0% |
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