+19,095.1%
CAT vs BBY
+89,001.1%
-69,906.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +1.7% | +3.7% | -2.0% | +1.2% |
| 30D | -24.6% | +20.9% | -45.4% | -27.3% |
| 3M | -28.5% | +27.6% | -56.1% | -31.9% |
| 6M | -34.8% | +86.9% | -121.7% | -42.4% |
| YTD | +5.9% | +63.3% | -57.4% | -4.5% |
| 1Y | +6.8% | +42.6% | -35.8% | -1.4% |
| 3Y | +161.1% | +89.8% | +71.3% | +125.8% |
| 5Y | +213.4% | -0.1% | +213.5% | +197.9% |
| 10Y | +700.3% | +294.3% | +406.1% | +493.0% |
| All | +19,095.1% | +89,001.1% | -69,906.0% | +6,659.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling