+320.4%
CAT vs BTDR
+23.3%
+297.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.7% |
| 7D | +2.9% | +14.8% | -11.9% | +2.0% |
| 30D | -2.6% | +41.8% | -44.4% | -4.9% |
| 3M | -10.7% | -29.2% | +18.5% | -9.6% |
| 6M | +16.1% | +66.2% | -50.0% | +11.4% |
| YTD | +43.2% | +10.0% | +33.2% | +39.9% |
| 1Y | +96.8% | -11.0% | +107.8% | +92.5% |
| 3Y | +201.4% | +6.9% | +194.4% | +179.3% |
| 5Y | +332.7% | +24.7% | +308.0% | +297.0% |
| All | +320.4% | +23.3% | +297.1% | +283.8% |
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