+333.5%
CAT vs BND
-1.5%
+335.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.6% | +0.1% | +5.4% | +5.5% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | -10.0% | -0.2% | -9.8% | -10.0% |
| 6M | +21.2% | -1.2% | +22.4% | +21.5% |
| YTD | +44.4% | -0.3% | +44.8% | +44.6% |
| 1Y | +96.3% | +0.4% | +95.9% | +96.3% |
| 3Y | +203.9% | +13.4% | +190.5% | +200.2% |
| 5Y | +333.5% | -1.5% | +335.0% | +244.5% |
| All | +333.5% | -1.5% | +335.0% | +244.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling