+1,126.0%
CAT vs BBWI
-56.0%
+1,182.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +1.7% |
| 7D | +5.6% | +1.6% | +4.0% | +5.2% |
| 30D | -2.3% | -6.2% | +3.9% | -1.5% |
| 3M | -10.0% | +4.3% | -14.3% | -11.5% |
| 6M | +21.2% | -7.2% | +28.4% | +21.0% |
| YTD | +44.4% | -3.0% | +47.5% | +42.4% |
| 1Y | +96.3% | -30.8% | +127.0% | +104.3% |
| 3Y | +203.9% | -43.4% | +247.3% | +218.3% |
| 5Y | +333.5% | -66.7% | +400.2% | +384.8% |
| 10Y | +1,126.0% | -55.7% | +1,181.7% | +993.5% |
| All | +1,126.0% | -56.0% | +1,182.0% | +993.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling