+688.6%
CAT vs BBY
+288.1%
+400.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +7.4% | +4.5% | +3.0% | +6.2% |
| 30D | -19.7% | +16.8% | -36.5% | -23.6% |
| 3M | -29.6% | +23.2% | -52.8% | -34.4% |
| 6M | -33.2% | +91.9% | -125.1% | -46.4% |
| YTD | +5.7% | +61.6% | -56.0% | -11.2% |
| 1Y | +9.3% | +43.9% | -34.5% | -4.7% |
| 3Y | +158.3% | +88.6% | +69.7% | +98.8% |
| 5Y | +211.6% | -3.1% | +214.7% | +186.9% |
| All | +688.6% | +288.1% | +400.5% | +435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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