+202.0%
CAT vs BTDR
-35.9%
+237.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.2% |
| 7D | -6.3% | -7.4% | +1.1% | -5.9% |
| 30D | -26.8% | -33.4% | +6.6% | -24.9% |
| 3M | -30.0% | -26.3% | -3.8% | -28.9% |
| 6M | -34.6% | -52.4% | +17.8% | -32.3% |
| YTD | +2.9% | -42.8% | +45.7% | +4.6% |
| 1Y | +3.3% | -63.7% | +67.0% | +6.9% |
| 3Y | +153.7% | +61.5% | +92.2% | +145.3% |
| 5Y | +207.3% | -35.6% | +242.9% | +192.5% |
| All | +202.0% | -35.9% | +237.9% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling