+8.9%
CAT vs BP
+35.3%
-26.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.1% | -5.6% |
| 7D | -17.1% | -8.4% | -8.7% | -17.9% |
| 30D | -30.1% | +2.2% | -32.3% | -29.9% |
| 3M | -32.4% | +8.8% | -41.2% | -31.7% |
| 6M | -32.1% | -0.5% | -31.6% | -31.7% |
| YTD | +4.1% | +36.2% | -32.1% | -1.8% |
| 1Y | +8.9% | +36.6% | -27.7% | +2.5% |
| All | +8.9% | +35.3% | -26.3% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling