+203.9%
CAT vs BG
+20.0%
+183.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.3% | 0.0% |
| 7D | +5.6% | +2.4% | +3.2% | +4.9% |
| 30D | -2.3% | +15.0% | -17.4% | -6.0% |
| 3M | -10.0% | -0.7% | -9.3% | -10.2% |
| 6M | +21.2% | +7.5% | +13.7% | +17.9% |
| YTD | +44.4% | +41.6% | +2.8% | +30.0% |
| 1Y | +96.3% | +50.7% | +45.6% | +72.6% |
| 3Y | +203.9% | +20.3% | +183.6% | +182.7% |
| All | +203.9% | +20.0% | +183.9% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling