+333.5%
CAT vs BR
+9.8%
+323.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | +5.6% | -5.9% | +11.5% | +6.8% |
| 30D | -2.3% | +1.9% | -4.2% | -2.9% |
| 3M | -10.0% | +14.7% | -24.7% | -13.0% |
| 6M | +21.2% | -12.8% | +34.0% | +26.9% |
| YTD | +44.4% | -23.0% | +67.5% | +58.4% |
| 1Y | +96.3% | -31.7% | +128.0% | +126.2% |
| 3Y | +203.9% | -4.8% | +208.7% | +198.8% |
| 5Y | +333.5% | +7.8% | +325.7% | +286.8% |
| All | +333.5% | +9.8% | +323.7% | +286.8% |
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