+725.3%
CAT vs BIL
+25.2%
+700.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.0% |
| 7D | -10.3% | -0.3% | -10.0% | -11.0% |
| 30D | -31.2% | 0.0% | -31.2% | -31.0% |
| 3M | -34.7% | +0.3% | -35.0% | -33.6% |
| 6M | -39.5% | +1.2% | -40.7% | -36.4% |
| YTD | -1.7% | +2.5% | -4.1% | +7.4% |
| 1Y | -1.1% | +3.0% | -4.2% | +10.1% |
| 3Y | +143.9% | +13.2% | +130.7% | +262.5% |
| 5Y | +194.8% | +19.4% | +175.3% | +424.1% |
| All | +725.3% | +25.2% | +700.1% | +1,733.3% |
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