+213.9%
CAT vs BP
+113.6%
+100.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | +7.4% | +3.8% | +3.6% | +6.0% |
| 30D | -19.7% | -5.3% | -14.4% | -18.3% |
| 3M | -29.6% | +9.3% | -38.9% | -32.3% |
| 6M | -33.2% | +7.2% | -40.4% | -35.9% |
| YTD | +5.7% | +38.0% | -32.4% | -11.1% |
| 1Y | +9.3% | +33.2% | -23.9% | -6.7% |
| 3Y | +158.3% | +50.3% | +108.0% | +103.5% |
| All | +213.9% | +113.6% | +100.3% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling