+210.8%
CAT vs BTDR
-29.7%
+240.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.7% | -6.8% | +2.2% |
| 7D | +1.7% | +7.7% | -5.9% | +1.1% |
| 30D | -24.6% | -24.1% | -0.5% | -23.4% |
| 3M | -28.5% | -19.1% | -9.4% | -27.8% |
| 6M | -34.8% | -46.6% | +11.8% | -33.1% |
| YTD | +5.9% | -37.3% | +43.2% | +6.9% |
| 1Y | +6.8% | -53.2% | +60.0% | +9.1% |
| 3Y | +161.1% | +77.1% | +84.0% | +150.7% |
| 5Y | +213.4% | -29.7% | +243.1% | +196.0% |
| All | +210.8% | -29.7% | +240.5% | +193.3% |
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 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