+319.5%
CAT vs BTDR
+23.8%
+295.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.5% |
| 7D | +1.7% | +20.0% | -18.3% | +0.5% |
| 30D | -6.6% | +11.9% | -18.5% | -7.5% |
| 3M | -13.3% | -36.9% | +23.6% | -11.7% |
| 6M | +11.6% | +56.5% | -44.9% | +7.4% |
| YTD | +42.9% | +10.4% | +32.5% | +39.6% |
| 1Y | +95.4% | +3.1% | +92.4% | +89.8% |
| 3Y | +196.6% | -2.6% | +199.2% | +174.7% |
| 5Y | +321.7% | +25.2% | +296.5% | +286.8% |
| All | +319.5% | +23.8% | +295.7% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling