+17,723.7%
CAT vs BN
+15,687.7%
+2,036.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -10.3% | +5.3% | -15.6% | -12.7% |
| 30D | -31.2% | +11.9% | -43.1% | -34.9% |
| 3M | -34.7% | -5.7% | -28.9% | -33.4% |
| 6M | -39.5% | -10.6% | -28.9% | -36.9% |
| YTD | -1.7% | -9.4% | +7.7% | +1.6% |
| 1Y | -1.1% | -8.8% | +7.7% | +1.9% |
| 3Y | +143.9% | +95.6% | +48.2% | +77.6% |
| 5Y | +194.8% | +30.2% | +164.6% | +149.9% |
| 10Y | +739.8% | +277.0% | +462.7% | +345.3% |
| All | +17,723.7% | +15,687.7% | +2,036.0% | +3,193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling