+9.3%
CAT vs BG
+8.3%
+1.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +7.4% | +2.6% | +4.9% | +7.0% |
| 30D | -19.7% | -6.7% | -13.0% | -18.7% |
| 3M | -29.6% | -9.3% | -20.3% | -28.7% |
| 6M | -33.2% | -18.3% | -14.9% | -30.9% |
| YTD | +5.7% | +16.2% | -10.5% | -3.1% |
| 1Y | +9.3% | +7.6% | +1.8% | +0.4% |
| All | +9.3% | +8.3% | +1.0% | +0.4% |
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 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