+333.5%
CAT vs BKR
+199.3%
+134.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.9% | -1.5% | +4.5% | +3.6% |
| 30D | -2.6% | -0.7% | -2.0% | -2.4% |
| 3M | -10.7% | +0.5% | -11.2% | -11.2% |
| 6M | +16.1% | +6.6% | +9.5% | +12.1% |
| YTD | +43.2% | +41.3% | +2.0% | +23.0% |
| 1Y | +96.8% | +42.2% | +54.6% | +67.6% |
| 3Y | +201.4% | +83.4% | +117.9% | +126.3% |
| All | +333.5% | +199.3% | +134.2% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling