+1,157.1%
CAT vs BND
+15.6%
+1,141.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.9% |
| 7D | +2.9% | -0.1% | +3.1% | +2.9% |
| 30D | -2.6% | -0.2% | -2.4% | -2.7% |
| 3M | -10.7% | -0.7% | -10.0% | -10.8% |
| 6M | +16.1% | -1.7% | +17.8% | +15.8% |
| YTD | +43.2% | -0.5% | +43.8% | +43.1% |
| 1Y | +96.8% | +0.4% | +96.5% | +97.0% |
| 3Y | +201.4% | +13.1% | +188.2% | +209.3% |
| 5Y | +332.7% | -2.1% | +334.8% | +303.5% |
| 10Y | +1,157.1% | +15.7% | +1,141.4% | +1,419.5% |
| All | +1,157.1% | +15.6% | +1,141.5% | +1,419.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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