+6.8%
CAT vs BEN
+68.9%
-62.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.7% | +7.2% | -5.4% | -1.6% |
| 30D | -24.6% | +14.1% | -38.7% | -29.2% |
| 3M | -28.5% | +9.9% | -38.4% | -31.7% |
| 6M | -34.8% | +17.4% | -52.2% | -39.6% |
| YTD | +5.9% | +57.3% | -51.4% | -15.5% |
| 1Y | +6.8% | +66.9% | -60.1% | -17.4% |
| All | +6.8% | +68.9% | -62.0% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling