+333.5%
CAT vs BTDR
+28.1%
+305.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.9% |
| 7D | +5.6% | +22.4% | -16.9% | +4.2% |
| 30D | -2.3% | +16.5% | -18.8% | -3.6% |
| 3M | -10.0% | -31.5% | +21.5% | -8.8% |
| 6M | +21.2% | +74.0% | -52.8% | +16.0% |
| YTD | +44.4% | +13.0% | +31.4% | +40.9% |
| 1Y | +96.3% | -0.2% | +96.5% | +90.8% |
| 3Y | +203.9% | +9.9% | +194.0% | +181.1% |
| 5Y | +333.5% | +28.1% | +305.4% | +292.5% |
| All | +333.5% | +28.1% | +305.4% | +292.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling