+19,008.0%
CAT vs BEN
+5,130.7%
+13,877.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.3% | +0.9% | +4.4% |
| 7D | -2.4% | +12.2% | -14.6% | -7.3% |
| 30D | -25.0% | +12.1% | -37.1% | -28.8% |
| 3M | -28.7% | +7.3% | -36.0% | -31.0% |
| 6M | -33.0% | +17.9% | -50.9% | -37.9% |
| YTD | +5.4% | +55.4% | -50.0% | -13.9% |
| 1Y | +7.3% | +69.3% | -62.1% | -15.7% |
| 3Y | +166.0% | +82.8% | +83.2% | +98.0% |
| 5Y | +210.1% | +28.8% | +181.3% | +162.7% |
| 10Y | +712.5% | +53.9% | +658.6% | +506.1% |
| All | +19,008.0% | +5,130.7% | +13,877.2% | +4,560.2% |
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