+4,286.4%
CAT vs BLK
+14,736.0%
-10,449.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | +7.4% | +3.7% | +3.7% | +5.7% |
| 30D | -19.7% | +13.9% | -33.6% | -24.5% |
| 3M | -29.6% | +3.9% | -33.5% | -31.1% |
| 6M | -33.2% | +13.0% | -46.2% | -37.4% |
| YTD | +5.7% | +16.1% | -10.5% | -2.4% |
| 1Y | +9.3% | +16.8% | -7.4% | +0.7% |
| 3Y | +158.3% | +97.7% | +60.7% | +87.0% |
| 5Y | +211.6% | +42.1% | +169.5% | +156.5% |
| 10Y | +698.5% | +321.3% | +377.2% | +307.6% |
| All | +4,286.4% | +14,736.0% | -10,449.6% | +869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling