+332.7%
CAT vs BTG
+75.0%
+257.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | -2.6% | +9.5% | -12.1% | -4.2% |
| 3M | -10.7% | +38.5% | -49.2% | -15.9% |
| 6M | +16.1% | +5.6% | +10.5% | +13.6% |
| YTD | +43.2% | +23.9% | +19.3% | +35.9% |
| 1Y | +96.8% | +32.1% | +64.7% | +84.0% |
| 3Y | +201.4% | +103.2% | +98.2% | +154.5% |
| 5Y | +332.7% | +79.7% | +253.0% | +274.0% |
| All | +332.7% | +75.0% | +257.6% | +274.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling