+327.9%
CAT vs BNY
+250.1%
+77.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.6% | -1.1% | +1.7% | +1.3% |
| 30D | -4.5% | +1.4% | -6.0% | -5.4% |
| 3M | -5.8% | +16.8% | -22.6% | -14.7% |
| 6M | +12.7% | +42.0% | -29.2% | -9.5% |
| YTD | +41.4% | +41.9% | -0.5% | +13.2% |
| 1Y | +92.1% | +59.2% | +32.9% | +43.0% |
| 3Y | +197.5% | +290.9% | -93.5% | +28.1% |
| 5Y | +327.9% | +259.0% | +68.9% | +81.5% |
| All | +327.9% | +250.1% | +77.8% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling