+1,144.3%
CAT vs BNY
+416.3%
+728.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | -4.3% | -0.2% | -4.2% | -4.3% |
| 3M | -8.6% | +14.9% | -23.6% | -16.7% |
| 6M | +16.1% | +40.0% | -23.9% | -6.4% |
| YTD | +43.8% | +42.0% | +1.8% | +14.5% |
| 1Y | +91.5% | +56.9% | +34.6% | +43.0% |
| 3Y | +202.7% | +289.9% | -87.2% | +26.3% |
| 5Y | +335.1% | +259.2% | +75.9% | +86.2% |
| All | +1,144.3% | +416.3% | +728.0% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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