+326.0%
CAT vs BIL
+19.4%
+306.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.9% |
| 7D | +1.7% | +0.1% | +1.6% | +2.2% |
| 30D | -6.6% | +0.3% | -6.9% | -4.8% |
| 3M | -13.3% | +0.9% | -14.2% | -8.9% |
| 6M | +11.6% | +1.8% | +9.8% | +21.2% |
| YTD | +42.9% | +2.4% | +40.5% | +58.6% |
| 1Y | +95.4% | +3.7% | +91.7% | +127.6% |
| 3Y | +196.6% | +14.2% | +182.4% | +318.3% |
| All | +326.0% | +19.4% | +306.6% | +470.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling