+3.8%
CAT vs BTDR
-63.1%
+66.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.9% |
| 7D | -6.3% | -7.4% | +1.1% | -5.4% |
| 30D | -26.8% | -33.4% | +6.6% | -22.4% |
| 3M | -30.0% | -26.3% | -3.8% | -27.5% |
| 6M | -34.6% | -52.4% | +17.8% | -29.4% |
| YTD | +2.9% | -42.8% | +45.7% | +4.2% |
| All | +3.8% | -63.1% | +66.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling