+674.0%
CAT vs BIL
+25.7%
+648.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | +0.1% | -6.4% | -6.2% |
| 30D | -26.8% | 0.0% | -26.8% | -26.7% |
| 3M | -30.0% | +0.6% | -30.6% | -28.5% |
| 6M | -34.6% | +1.5% | -36.1% | -31.2% |
| YTD | +2.9% | +2.8% | +0.1% | +11.7% |
| 1Y | +3.3% | +3.3% | 0.0% | +13.7% |
| 3Y | +153.7% | +13.4% | +140.3% | +246.9% |
| 5Y | +207.3% | +19.8% | +187.5% | +376.7% |
| 10Y | +674.0% | +25.7% | +648.4% | +1,203.9% |
| All | +674.0% | +25.7% | +648.4% | +1,203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling