+332.7%
CAT vs BBY
+0.2%
+332.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | +2.9% | +1.2% | +1.8% | +2.6% |
| 30D | -2.6% | +6.8% | -9.4% | -4.4% |
| 3M | -10.7% | +18.7% | -29.4% | -15.1% |
| 6M | +16.1% | +37.3% | -21.1% | +5.1% |
| YTD | +43.2% | +35.3% | +7.9% | +29.7% |
| 1Y | +96.8% | +20.7% | +76.2% | +83.9% |
| 3Y | +201.4% | +39.4% | +161.9% | +160.5% |
| 5Y | +332.7% | -1.5% | +334.2% | +255.2% |
| All | +332.7% | +0.2% | +332.5% | +255.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling