+3,846.7%
CAT vs BG
+931.4%
+2,915.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -1.8% |
| 7D | -6.3% | +5.0% | -11.3% | -8.0% |
| 30D | -26.8% | -3.2% | -23.6% | -26.0% |
| 3M | -30.0% | -11.2% | -18.9% | -27.3% |
| 6M | -34.6% | -19.4% | -15.1% | -30.1% |
| YTD | +2.9% | +13.6% | -10.7% | -3.4% |
| 1Y | +3.3% | +7.3% | -4.0% | -1.1% |
| 3Y | +153.7% | +3.8% | +149.9% | +140.0% |
| 5Y | +207.3% | +23.2% | +184.1% | +167.2% |
| 10Y | +674.0% | +97.9% | +576.1% | +432.0% |
| All | +3,846.7% | +931.4% | +2,915.4% | +1,762.9% |
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