+4,919.0%
CAT vs BB
+307.3%
+4,611.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.4% |
| 7D | -10.3% | +3.8% | -14.1% | -10.8% |
| 30D | -31.2% | -0.3% | -30.9% | -31.3% |
| 3M | -34.7% | -0.5% | -34.2% | -34.9% |
| 6M | -39.5% | +45.9% | -85.4% | -42.9% |
| YTD | -1.7% | +130.6% | -132.3% | -12.6% |
| 1Y | -1.1% | +89.2% | -90.3% | -10.2% |
| 3Y | +143.9% | +137.5% | +6.4% | +108.6% |
| 5Y | +194.8% | -20.9% | +215.7% | +178.5% |
| 10Y | +739.8% | +25.4% | +714.4% | +565.9% |
| All | +4,919.0% | +307.3% | +4,611.7% | +3,403.4% |
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