+725.3%
CAT vs BIL
+25.6%
+699.8%
-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% | -10.9% |
| 30D | -31.2% | 0.0% | -31.2% | -31.0% |
| 3M | -34.7% | +0.6% | -35.3% | -32.9% |
| 6M | -39.5% | +1.5% | -41.0% | -35.7% |
| YTD | -1.7% | +2.8% | -4.4% | +8.6% |
| 1Y | -1.1% | +3.3% | -4.5% | +11.4% |
| 3Y | +143.9% | +13.5% | +130.4% | +266.4% |
| 5Y | +194.8% | +19.8% | +175.0% | +429.7% |
| All | +725.3% | +25.6% | +699.8% | +1,752.7% |
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