+5,689.9%
CAT vs BNS
+1,492.9%
+4,197.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +1.7% | +1.5% | +0.2% | +0.6% |
| 30D | -6.6% | +6.0% | -12.5% | -10.5% |
| 3M | -13.3% | +16.3% | -29.6% | -22.2% |
| 6M | +11.6% | +28.8% | -17.1% | -6.4% |
| YTD | +42.9% | +30.0% | +13.0% | +19.1% |
| 1Y | +95.4% | +50.7% | +44.7% | +46.8% |
| 3Y | +196.6% | +125.4% | +71.2% | +66.5% |
| 5Y | +321.7% | +94.2% | +227.4% | +160.5% |
| 10Y | +1,140.8% | +182.8% | +958.0% | +484.2% |
| All | +5,689.9% | +1,492.9% | +4,197.0% | +726.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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