+6.5%
CAT vs BG
+6.6%
-0.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +9.3% | +1.5% | +7.9% | +9.1% |
| 30D | -21.5% | -7.0% | -14.4% | -20.5% |
| 3M | -29.1% | -10.0% | -19.1% | -28.1% |
| 6M | -33.4% | -19.8% | -13.6% | -30.9% |
| YTD | +6.6% | +14.3% | -7.7% | -1.6% |
| 1Y | +6.5% | +6.5% | 0.0% | -2.1% |
| All | +6.5% | +6.6% | -0.1% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling