+158.9%
CAT vs BBY
+91.3%
+67.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +1.7% | +3.7% | -2.0% | +1.1% |
| 30D | -24.6% | +20.9% | -45.4% | -27.5% |
| 3M | -28.5% | +27.6% | -56.1% | -32.4% |
| 6M | -34.8% | +86.9% | -121.7% | -44.9% |
| YTD | +5.9% | +63.3% | -57.4% | -7.5% |
| 1Y | +6.8% | +42.6% | -35.8% | -2.7% |
| All | +158.9% | +91.3% | +67.6% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling