+25,808.1%
CAT vs BBY
+75,590.7%
-49,782.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.2% |
| 7D | +1.7% | +9.5% | -7.8% | +0.1% |
| 30D | -6.6% | +6.8% | -13.4% | -7.8% |
| 3M | -13.3% | +28.9% | -42.1% | -17.4% |
| 6M | +11.6% | +37.8% | -26.2% | +4.4% |
| YTD | +42.9% | +38.7% | +4.2% | +33.2% |
| 1Y | +95.4% | +23.7% | +71.7% | +85.7% |
| 3Y | +196.6% | +39.1% | +157.5% | +172.1% |
| 5Y | +321.7% | -0.4% | +322.1% | +303.2% |
| 10Y | +1,140.8% | +234.0% | +906.8% | +850.8% |
| All | +25,808.1% | +75,590.7% | -49,782.6% | +9,335.4% |
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