+1,879.7%
CAT vs BND
+76.8%
+1,803.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -0.1% | +1.9% | +1.6% |
| 30D | -6.6% | -0.4% | -6.2% | -6.7% |
| 3M | -13.3% | -0.6% | -12.7% | -13.6% |
| 6M | +11.6% | -1.4% | +13.1% | +10.7% |
| YTD | +42.9% | -0.2% | +43.2% | +42.7% |
| 1Y | +95.4% | +1.3% | +94.2% | +96.6% |
| 3Y | +196.6% | +13.2% | +183.4% | +216.4% |
| 5Y | +321.7% | -1.6% | +323.2% | +300.5% |
| 10Y | +1,140.8% | +15.5% | +1,125.3% | +1,279.1% |
| All | +1,879.7% | +76.8% | +1,803.0% | +2,524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling