+213.9%
CAT vs BBWI
-67.6%
+281.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.6% |
| 3M | -29.6% | +16.0% | -45.6% | -32.0% |
| 6M | -33.2% | +16.6% | -49.8% | -36.0% |
| YTD | +5.7% | +9.7% | -4.1% | +1.6% |
| 1Y | +9.3% | +1.5% | +7.9% | +5.7% |
| 3Y | +158.3% | -21.4% | +179.7% | +154.1% |
| All | +213.9% | -67.6% | +281.6% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling