+158.3%
CAT vs BBWI
-24.0%
+182.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -19.7% | +12.9% | -32.5% | -21.5% |
| 3M | -29.6% | +16.0% | -45.6% | -31.9% |
| 6M | -33.2% | +16.6% | -49.8% | -35.9% |
| YTD | +5.7% | +9.7% | -4.1% | +1.8% |
| 1Y | +9.3% | +1.5% | +7.9% | +6.1% |
| 3Y | +158.3% | -21.4% | +179.7% | +162.9% |
| All | +158.3% | -24.0% | +182.3% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling