+5,382.3%
CAT vs BG
+1,131.5%
+4,250.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +1.7% | +2.8% | -1.1% | +0.6% |
| 30D | -6.6% | +12.0% | -18.6% | -10.6% |
| 3M | -13.3% | -7.7% | -5.6% | -11.3% |
| 6M | +11.6% | +4.5% | +7.1% | +8.5% |
| YTD | +42.9% | +35.7% | +7.3% | +26.2% |
| 1Y | +95.4% | +50.1% | +45.4% | +64.9% |
| 3Y | +196.6% | +12.6% | +184.0% | +173.1% |
| 5Y | +321.7% | +75.4% | +246.2% | +222.7% |
| 10Y | +1,140.8% | +150.5% | +990.3% | +682.0% |
| All | +5,382.3% | +1,131.5% | +4,250.8% | +2,333.4% |
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 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