+26,079.9%
CAT vs BNY
+8,076.8%
+18,003.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.5% |
| 7D | +5.6% | +1.5% | +4.1% | +4.9% |
| 30D | -2.3% | +3.3% | -5.7% | -3.6% |
| 3M | -10.0% | +15.3% | -25.3% | -15.1% |
| 6M | +21.2% | +42.5% | -21.2% | +5.2% |
| YTD | +44.4% | +42.0% | +2.4% | +25.3% |
| 1Y | +96.3% | +59.3% | +37.0% | +62.6% |
| 3Y | +203.9% | +291.2% | -87.3% | +76.2% |
| 5Y | +333.5% | +252.1% | +81.4% | +159.9% |
| 10Y | +1,126.0% | +407.1% | +718.9% | +534.7% |
| All | +26,079.9% | +8,076.8% | +18,003.1% | +5,301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling