+210.1%
CAT vs BTDR
-33.6%
+243.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.9% | -2.7% | +6.5% |
| 7D | -2.4% | +7.1% | -9.5% | -3.0% |
| 30D | -25.0% | -31.4% | +6.4% | -23.3% |
| 3M | -28.7% | -39.2% | +10.5% | -26.8% |
| 6M | -33.0% | -50.9% | +17.9% | -30.8% |
| YTD | +5.4% | -41.0% | +46.5% | +6.9% |
| 1Y | +7.3% | -69.9% | +77.2% | +11.8% |
| 3Y | +166.0% | +87.3% | +78.8% | +156.5% |
| 5Y | +210.1% | -33.6% | +243.7% | +194.3% |
| All | +210.1% | -33.6% | +243.7% | +194.3% |
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