+8.9%
CAT vs BLK
+17.9%
-9.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.4% | -10.7% | -7.2% |
| 7D | -17.1% | +5.7% | -22.9% | -19.0% |
| 30D | -30.1% | +14.8% | -44.9% | -34.1% |
| 3M | -32.4% | +8.8% | -41.2% | -34.9% |
| 6M | -32.1% | +17.6% | -49.7% | -36.9% |
| YTD | +4.1% | +16.3% | -12.2% | -3.9% |
| 1Y | +8.9% | +18.0% | -9.1% | 0.0% |
| All | +8.9% | +17.9% | -9.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling