+1,144.3%
CAT vs BTG
+159.3%
+985.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +0.6% | -3.8% | +4.3% | +0.9% |
| 30D | -4.3% | +3.6% | -8.0% | -4.7% |
| 3M | -8.6% | +32.0% | -40.7% | -11.2% |
| 6M | +16.1% | +3.4% | +12.8% | +14.9% |
| YTD | +43.8% | +20.8% | +23.0% | +40.3% |
| 1Y | +91.5% | +22.4% | +69.1% | +86.3% |
| 3Y | +202.7% | +91.7% | +111.0% | +181.9% |
| 5Y | +335.1% | +79.0% | +256.1% | +305.3% |
| All | +1,144.3% | +159.3% | +985.1% | +1,078.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling