+3,986.5%
CAT vs BG
+937.2%
+3,049.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +9.3% | +1.5% | +7.9% | +8.8% |
| 30D | -21.5% | -7.0% | -14.4% | -19.4% |
| 3M | -29.1% | -10.0% | -19.1% | -26.7% |
| 6M | -33.4% | -19.8% | -13.6% | -28.6% |
| YTD | +6.6% | +14.3% | -7.7% | -0.2% |
| 1Y | +6.5% | +6.5% | 0.0% | +2.3% |
| 3Y | +162.7% | +4.4% | +158.3% | +148.0% |
| 5Y | +214.2% | +20.2% | +194.0% | +175.8% |
| 10Y | +705.2% | +108.5% | +596.7% | +443.5% |
| All | +3,986.5% | +937.2% | +3,049.4% | +1,825.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling