+712.5%
CAT vs BN
+289.4%
+423.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.8% | +3.4% | +5.1% |
| 7D | -2.4% | +3.6% | -6.0% | -4.5% |
| 30D | -25.0% | +15.9% | -40.9% | -31.3% |
| 3M | -28.7% | -2.3% | -26.4% | -28.3% |
| 6M | -33.0% | -8.4% | -24.6% | -30.3% |
| YTD | +5.4% | -5.9% | +11.3% | +7.4% |
| 1Y | +7.3% | -5.6% | +12.8% | +9.1% |
| 3Y | +166.0% | +104.2% | +61.8% | +73.2% |
| 5Y | +210.1% | +35.5% | +174.6% | +145.3% |
| 10Y | +712.5% | +285.2% | +427.3% | +240.1% |
| All | +712.5% | +289.4% | +423.2% | +240.1% |
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