+1,144.3%
CAT vs BLK
+283.5%
+860.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | +0.6% | -3.3% | +3.9% | +2.6% |
| 30D | -4.3% | -6.5% | +2.2% | -0.5% |
| 3M | -8.6% | +6.7% | -15.4% | -13.2% |
| 6M | +16.1% | +14.7% | +1.4% | +5.2% |
| YTD | +43.8% | +2.5% | +41.2% | +39.4% |
| 1Y | +91.5% | -2.8% | +94.2% | +91.3% |
| 3Y | +202.7% | +65.9% | +136.9% | +113.6% |
| 5Y | +335.1% | +33.0% | +302.2% | +244.0% |
| All | +1,144.3% | +283.5% | +860.8% | +352.0% |
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 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