+94.3%
CAT vs BBWI
-31.2%
+125.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +1.7% | +1.5% | +0.2% | +1.6% |
| 30D | -6.6% | -5.2% | -1.4% | -6.1% |
| 3M | -13.3% | +11.1% | -24.4% | -14.5% |
| 6M | +11.6% | -13.4% | +25.0% | +12.5% |
| YTD | +42.9% | +0.1% | +42.9% | +43.1% |
| All | +94.3% | -31.2% | +125.5% | +95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling