+1,581.6%
CAT vs BIL
+30.4%
+1,551.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | -13.3% | +0.9% | -14.2% | -8.9% |
| 6M | +11.6% | +1.8% | +9.8% | +22.7% |
| YTD | +42.9% | +2.4% | +40.5% | +62.0% |
| 1Y | +95.4% | +3.7% | +91.7% | +136.4% |
| 3Y | +196.6% | +14.2% | +182.4% | +496.0% |
| 5Y | +321.7% | +19.4% | +302.2% | +983.6% |
| 10Y | +1,140.8% | +25.2% | +1,115.6% | +4,071.0% |
| All | +1,581.6% | +30.4% | +1,551.2% | +5,506.0% |
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 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