+688.6%
CAT vs BLK
+318.4%
+370.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.2% |
| 7D | +7.4% | +3.7% | +3.7% | +5.1% |
| 30D | -19.7% | +13.9% | -33.6% | -26.1% |
| 3M | -29.6% | +3.9% | -33.5% | -31.6% |
| 6M | -33.2% | +13.0% | -46.2% | -38.9% |
| YTD | +5.7% | +16.1% | -10.5% | -5.5% |
| 1Y | +9.3% | +16.8% | -7.4% | -2.6% |
| 3Y | +158.3% | +97.7% | +60.7% | +63.3% |
| 5Y | +211.6% | +42.1% | +169.5% | +136.8% |
| All | +688.6% | +318.4% | +370.2% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling