+19,050.1%
CAT vs BKR
+425.2%
+18,624.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +7.4% | +3.8% | +3.7% | +6.3% |
| 30D | -19.7% | -10.3% | -9.4% | -17.1% |
| 3M | -29.6% | -21.7% | -7.9% | -24.3% |
| 6M | -33.2% | -23.8% | -9.4% | -27.8% |
| YTD | +5.7% | +10.3% | -4.6% | +1.8% |
| 1Y | +9.3% | +5.7% | +3.7% | +6.6% |
| 3Y | +158.3% | +52.6% | +105.7% | +122.2% |
| 5Y | +211.6% | +127.1% | +84.5% | +133.3% |
| 10Y | +698.5% | +56.5% | +642.0% | +513.6% |
| All | +19,050.1% | +425.2% | +18,624.9% | +10,009.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling