+1,123.7%
CAT vs BG
+171.4%
+952.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +0.6% | +3.7% | -3.1% | -0.8% |
| 30D | -4.5% | +12.3% | -16.9% | -8.8% |
| 3M | -5.8% | -2.2% | -3.6% | -5.6% |
| 6M | +12.7% | +5.3% | +7.4% | +9.2% |
| YTD | +41.4% | +42.4% | -1.0% | +22.0% |
| 1Y | +92.1% | +55.2% | +36.9% | +59.0% |
| 3Y | +197.5% | +21.0% | +176.5% | +166.1% |
| 5Y | +327.9% | +87.1% | +240.8% | +213.0% |
| All | +1,123.7% | +171.4% | +952.3% | +626.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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