+688.6%
CAT vs BIL
+26.1%
+662.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.7% |
| 7D | +7.4% | +0.1% | +7.4% | +7.7% |
| 30D | -19.7% | +0.3% | -20.0% | -18.8% |
| 3M | -29.6% | +1.0% | -30.6% | -27.4% |
| 6M | -33.2% | +1.9% | -35.1% | -29.0% |
| YTD | +5.7% | +3.2% | +2.5% | +16.2% |
| 1Y | +9.3% | +3.7% | +5.6% | +22.1% |
| 3Y | +158.3% | +13.8% | +144.5% | +263.7% |
| 5Y | +211.6% | +20.3% | +191.3% | +404.8% |
| All | +688.6% | +26.1% | +662.5% | +1,331.7% |
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