+201.6%
CAT vs BBY
+38.4%
+163.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | +2.9% | +1.2% | +1.8% | +2.7% |
| 30D | -2.6% | +6.8% | -9.4% | -4.3% |
| 3M | -10.7% | +18.7% | -29.4% | -14.8% |
| 6M | +16.1% | +37.3% | -21.1% | +5.7% |
| YTD | +43.2% | +35.3% | +7.9% | +30.5% |
| 1Y | +96.8% | +20.7% | +76.2% | +85.3% |
| All | +201.6% | +38.4% | +163.2% | +164.1% |
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