+1,046.5%
CAT vs BIL
+30.3%
+1,016.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.3% |
| 7D | -14.5% | -0.3% | -14.2% | -15.6% |
| 30D | -35.7% | 0.0% | -35.7% | -35.8% |
| 3M | -36.3% | +0.3% | -36.6% | -35.2% |
| 6M | -38.5% | +1.2% | -39.7% | -34.6% |
| YTD | -2.5% | +2.4% | -5.0% | +10.4% |
| 1Y | -1.9% | +3.0% | -4.9% | +14.6% |
| 3Y | +139.2% | +13.1% | +126.1% | +357.6% |
| 5Y | +192.1% | +19.4% | +172.7% | +651.0% |
| 10Y | +732.3% | +25.2% | +707.1% | +2,693.0% |
| All | +1,046.5% | +30.3% | +1,016.2% | +3,720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling