+17,723.7%
CAT vs BEN
+4,818.7%
+12,905.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -1.2% |
| 7D | -10.3% | +6.6% | -16.9% | -12.9% |
| 30D | -31.2% | +3.8% | -35.0% | -32.5% |
| 3M | -34.7% | +0.2% | -34.9% | -34.9% |
| 6M | -39.5% | +10.4% | -49.9% | -42.3% |
| YTD | -1.7% | +46.2% | -47.8% | -17.5% |
| 1Y | -1.1% | +52.3% | -53.4% | -18.6% |
| 3Y | +143.9% | +65.9% | +77.9% | +89.2% |
| 5Y | +194.8% | +20.6% | +174.2% | +156.8% |
| 10Y | +739.8% | +64.8% | +675.0% | +509.0% |
| All | +17,723.7% | +4,818.7% | +12,905.1% | +4,363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling