+7,195.5%
CAT vs BB
+258.8%
+6,936.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -5.6% | +7.3% | +2.4% |
| 30D | -6.6% | -11.8% | +5.2% | -5.2% |
| 3M | -13.3% | -25.5% | +12.2% | -10.7% |
| 6M | +11.6% | +121.3% | -109.6% | +0.1% |
| YTD | +42.9% | +103.2% | -60.2% | +29.4% |
| 1Y | +95.4% | +102.6% | -7.2% | +76.3% |
| 3Y | +196.6% | +37.5% | +159.1% | +170.4% |
| 5Y | +321.7% | -30.4% | +352.1% | +305.2% |
| 10Y | +1,140.8% | 0.0% | +1,140.8% | +914.2% |
| All | +7,195.5% | +258.8% | +6,936.7% | +5,090.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling