+25,808.1%
CAT vs BP
+1,327.5%
+24,480.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 3M | -13.3% | +0.7% | -14.0% | -14.5% |
| 6M | +11.6% | +15.5% | -3.9% | +1.9% |
| YTD | +42.9% | +30.8% | +12.1% | +22.8% |
| 1Y | +95.4% | +34.3% | +61.1% | +65.0% |
| 3Y | +196.6% | +35.1% | +161.5% | +145.6% |
| 5Y | +321.7% | +126.8% | +194.8% | +168.1% |
| 10Y | +1,140.8% | +123.4% | +1,017.4% | +653.1% |
| All | +25,808.1% | +1,327.5% | +24,480.6% | +9,037.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling