+674.0%
CAT vs BP
+124.7%
+549.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | -6.3% | 0.0% | -3.5% |
| 30D | -26.8% | -3.6% | -23.2% | -25.9% |
| 3M | -30.0% | +5.2% | -35.3% | -32.2% |
| 6M | -34.6% | +5.3% | -39.9% | -37.4% |
| YTD | +2.9% | +33.1% | -30.2% | -13.4% |
| 1Y | +3.3% | +26.3% | -23.0% | -11.0% |
| 3Y | +153.7% | +47.5% | +106.2% | +98.1% |
| 5Y | +207.3% | +106.2% | +101.1% | +97.9% |
| 10Y | +674.0% | +127.0% | +547.1% | +402.3% |
| All | +674.0% | +124.7% | +549.3% | +402.3% |
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