+700.3%
CAT vs BN
+281.2%
+419.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +1.7% | -2.4% | +4.2% | +3.2% |
| 30D | -24.6% | +13.5% | -38.1% | -30.1% |
| 3M | -28.5% | -5.9% | -22.6% | -26.6% |
| 6M | -34.8% | -8.9% | -25.9% | -32.0% |
| YTD | +5.9% | -7.9% | +13.8% | +9.2% |
| 1Y | +6.8% | -8.3% | +15.1% | +10.4% |
| 3Y | +161.1% | +100.8% | +60.3% | +71.2% |
| 5Y | +213.4% | +38.2% | +175.2% | +144.5% |
| 10Y | +700.3% | +302.3% | +398.0% | +230.6% |
| All | +700.3% | +281.2% | +419.1% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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