+17,723.7%
CAT vs BBWI
+1,142.2%
+16,581.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.7% |
| 7D | -10.3% | -6.2% | -4.1% | -8.9% |
| 30D | -31.2% | +19.9% | -51.1% | -34.8% |
| 3M | -34.7% | +7.1% | -41.8% | -36.8% |
| 6M | -39.5% | +13.7% | -53.1% | -42.9% |
| YTD | -1.7% | +9.6% | -11.2% | -7.6% |
| 1Y | -1.1% | -1.6% | +0.5% | -5.9% |
| 3Y | +143.9% | -25.9% | +169.7% | +137.9% |
| 5Y | +194.8% | -67.8% | +262.6% | +239.3% |
| 10Y | +739.8% | -43.5% | +783.2% | +584.8% |
| All | +17,723.7% | +1,142.2% | +16,581.5% | +4,812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling