+207.3%
CAT vs BND
-2.0%
+209.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -26.8% | +1.3% | -28.1% | -27.0% |
| 3M | -30.0% | -0.7% | -29.3% | -29.9% |
| 6M | -34.6% | -1.6% | -33.0% | -34.4% |
| YTD | +2.9% | -1.0% | +3.9% | +3.2% |
| 1Y | +3.3% | -0.7% | +4.0% | +3.5% |
| 3Y | +153.7% | +14.1% | +139.6% | +150.4% |
| 5Y | +207.3% | -1.5% | +208.8% | +147.7% |
| All | +207.3% | -2.0% | +209.3% | +147.7% |
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