+204.2%
CAT vs BLK
+68.4%
+135.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.2% |
| 7D | +5.6% | -2.4% | +8.0% | +7.0% |
| 30D | -2.3% | -3.1% | +0.8% | -0.8% |
| 3M | -10.0% | +10.7% | -20.7% | -16.3% |
| 6M | +21.2% | +15.9% | +5.4% | +9.2% |
| YTD | +44.4% | +4.0% | +40.4% | +39.0% |
| 1Y | +96.3% | +1.3% | +95.0% | +91.3% |
| All | +204.2% | +68.4% | +135.8% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling