+203.9%
CAT vs BTG
+101.2%
+102.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.4% |
| 7D | +5.6% | +4.8% | +0.8% | +4.8% |
| 30D | -2.3% | +8.3% | -10.7% | -3.5% |
| 3M | -10.0% | +32.3% | -42.3% | -14.0% |
| 6M | +21.2% | +3.0% | +18.3% | +19.3% |
| YTD | +44.4% | +21.9% | +22.5% | +38.7% |
| 1Y | +96.3% | +28.2% | +68.1% | +87.0% |
| 3Y | +203.9% | +99.9% | +104.0% | +168.5% |
| All | +203.9% | +101.2% | +102.7% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling