+326.0%
CAT vs BP
+128.1%
+197.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +1.7% | +3.9% | -2.2% | +0.2% |
| 30D | -6.6% | +7.6% | -14.2% | -9.3% |
| 3M | -13.3% | +0.7% | -14.0% | -14.1% |
| 6M | +11.6% | +15.5% | -3.9% | +2.4% |
| YTD | +42.9% | +30.8% | +12.1% | +23.4% |
| 1Y | +95.4% | +34.3% | +61.1% | +65.6% |
| 3Y | +196.6% | +35.1% | +161.5% | +146.4% |
| All | +326.0% | +128.1% | +197.9% | +149.8% |
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