+700.3%
CAT vs BEN
+60.1%
+640.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.7% | +7.2% | -5.4% | -1.7% |
| 30D | -24.6% | +14.1% | -38.7% | -29.7% |
| 3M | -28.5% | +9.9% | -38.4% | -32.1% |
| 6M | -34.8% | +17.4% | -52.2% | -40.3% |
| YTD | +5.9% | +57.3% | -51.4% | -17.0% |
| 1Y | +6.8% | +66.9% | -60.1% | -18.9% |
| 3Y | +161.1% | +85.7% | +75.4% | +81.8% |
| 5Y | +213.4% | +31.2% | +182.2% | +154.1% |
| 10Y | +700.3% | +61.0% | +639.3% | +428.3% |
| All | +700.3% | +60.1% | +640.3% | +428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling