+1,123.7%
CAT vs BKR
+126.6%
+997.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | +1.3% |
| 7D | +0.6% | -6.7% | +7.3% | +3.2% |
| 30D | -4.5% | -8.3% | +3.8% | -1.4% |
| 3M | -5.8% | -5.4% | -0.4% | -4.2% |
| 6M | +12.7% | +0.8% | +11.9% | +11.3% |
| YTD | +41.4% | +31.8% | +9.5% | +25.6% |
| 1Y | +92.1% | +28.6% | +63.5% | +71.5% |
| 3Y | +197.5% | +71.2% | +126.2% | +133.3% |
| 5Y | +327.9% | +179.2% | +148.7% | +169.4% |
| All | +1,123.7% | +126.6% | +997.1% | +604.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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