+6.8%
CAT vs BN
-8.2%
+15.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +1.7% | -2.4% | +4.2% | +2.9% |
| 30D | -24.6% | +13.5% | -38.1% | -29.5% |
| 3M | -28.5% | -5.9% | -22.6% | -25.9% |
| 6M | -34.8% | -8.9% | -25.9% | -31.2% |
| YTD | +5.9% | -7.9% | +13.8% | +8.1% |
| 1Y | +6.8% | -8.3% | +15.1% | +9.1% |
| All | +6.8% | -8.2% | +15.0% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling