+19,050.1%
CAT vs BBY
+88,077.5%
-69,027.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +7.4% | +4.5% | +3.0% | +6.7% |
| 30D | -19.7% | +16.8% | -36.5% | -22.1% |
| 3M | -29.6% | +23.2% | -52.8% | -32.6% |
| 6M | -33.2% | +91.9% | -125.1% | -41.3% |
| YTD | +5.7% | +61.6% | -56.0% | -4.6% |
| 1Y | +9.3% | +43.9% | -34.5% | +0.8% |
| 3Y | +158.3% | +88.6% | +69.7% | +123.7% |
| 5Y | +211.6% | -3.1% | +214.7% | +197.7% |
| 10Y | +698.5% | +290.2% | +408.3% | +492.6% |
| All | +19,050.1% | +88,077.5% | -69,027.5% | +6,655.9% |
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 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