+9.3%
CAT vs BLK
+14.6%
-5.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | +7.4% | +3.7% | +3.7% | +5.9% |
| 30D | -19.7% | +13.9% | -33.6% | -23.9% |
| 3M | -29.6% | +3.9% | -33.5% | -30.7% |
| 6M | -33.2% | +13.0% | -46.2% | -36.1% |
| YTD | +5.7% | +16.1% | -10.5% | -2.1% |
| 1Y | +9.3% | +16.8% | -7.4% | +1.0% |
| All | +9.3% | +14.6% | -5.2% | +1.0% |
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