+213.9%
CAT vs BEN
+28.2%
+185.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +7.4% | +6.8% | +0.7% | +4.2% |
| 30D | -19.7% | +18.0% | -37.7% | -25.9% |
| 3M | -29.6% | +7.5% | -37.1% | -32.1% |
| 6M | -33.2% | +14.7% | -47.9% | -37.6% |
| YTD | +5.7% | +56.1% | -50.4% | -15.1% |
| 1Y | +9.3% | +69.6% | -60.2% | -15.6% |
| 3Y | +158.3% | +87.7% | +70.6% | +84.4% |
| All | +213.9% | +28.2% | +185.7% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling