+214.2%
CAT vs BR
+19.2%
+195.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +9.3% | -1.3% | +10.6% | +9.5% |
| 30D | -21.5% | +13.7% | -35.2% | -23.2% |
| 3M | -29.1% | +13.8% | -42.9% | -30.8% |
| 6M | -33.4% | +29.7% | -63.1% | -37.1% |
| YTD | +6.6% | -12.6% | +19.2% | +14.3% |
| 1Y | +6.5% | -12.4% | +19.0% | +14.1% |
| 3Y | +162.7% | +14.1% | +148.6% | +146.9% |
| 5Y | +214.2% | +18.7% | +195.6% | +180.3% |
| All | +214.2% | +19.2% | +195.0% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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