+725.3%
CAT vs BP
+131.5%
+593.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -10.3% | -11.6% | +1.3% | -5.3% |
| 30D | -31.2% | 0.0% | -31.2% | -31.5% |
| 3M | -34.7% | +6.7% | -41.4% | -37.1% |
| 6M | -39.5% | +2.2% | -41.6% | -41.2% |
| YTD | -1.7% | +33.0% | -34.6% | -17.2% |
| 1Y | -1.1% | +30.7% | -31.8% | -16.3% |
| 3Y | +143.9% | +44.2% | +99.7% | +92.5% |
| 5Y | +194.8% | +105.1% | +89.6% | +90.1% |
| All | +725.3% | +131.5% | +593.8% | +425.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling