+712.5%
CAT vs BBWI
-41.3%
+753.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +6.9% |
| 7D | -2.4% | -6.2% | +3.8% | -1.3% |
| 30D | -25.0% | +25.5% | -50.5% | -28.5% |
| 3M | -28.7% | +8.0% | -36.7% | -30.5% |
| 6M | -33.0% | +12.7% | -45.7% | -35.6% |
| YTD | +5.4% | +11.6% | -6.2% | +0.5% |
| 1Y | +7.3% | -0.9% | +8.2% | +3.6% |
| 3Y | +166.0% | -22.7% | +188.7% | +160.8% |
| 5Y | +210.1% | -67.2% | +277.3% | +246.4% |
| 10Y | +712.5% | -43.7% | +756.2% | +584.7% |
| All | +712.5% | -41.3% | +753.8% | +584.7% |
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