+695.3%
CAT vs BP
+141.7%
+553.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +9.3% | +2.5% | +6.8% | +8.2% |
| 30D | -21.5% | -5.6% | -15.9% | -19.7% |
| 3M | -29.1% | +8.0% | -37.1% | -32.1% |
| 6M | -33.4% | +5.7% | -39.0% | -36.2% |
| YTD | +6.6% | +36.8% | -30.3% | -11.4% |
| 1Y | +6.5% | +30.7% | -24.2% | -9.6% |
| 3Y | +162.7% | +51.6% | +111.1% | +102.6% |
| 5Y | +214.2% | +112.2% | +102.0% | +99.7% |
| All | +695.3% | +141.7% | +553.6% | +401.7% |
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