+197.7%
CAT vs BKR
+69.4%
+128.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | +1.5% |
| 7D | +0.6% | -6.7% | +7.3% | +3.4% |
| 30D | -4.5% | -8.3% | +3.8% | -1.2% |
| 3M | -5.8% | -5.4% | -0.4% | -4.0% |
| 6M | +12.7% | +0.8% | +11.9% | +11.1% |
| YTD | +41.4% | +31.8% | +9.5% | +23.8% |
| 1Y | +92.1% | +28.6% | +63.5% | +69.0% |
| All | +197.7% | +69.4% | +128.3% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling