+1,589.5%
CAT vs BTG
+392.0%
+1,197.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | -6.6% | +36.8% | -43.4% | -9.3% |
| 3M | -13.3% | +23.1% | -36.4% | -15.2% |
| 6M | +11.6% | +3.5% | +8.1% | +10.5% |
| YTD | +42.9% | +25.5% | +17.5% | +39.0% |
| 1Y | +95.4% | +40.1% | +55.3% | +87.8% |
| 3Y | +196.6% | +101.1% | +95.5% | +173.3% |
| 5Y | +321.7% | +70.6% | +251.1% | +290.1% |
| 10Y | +1,140.8% | +152.1% | +988.7% | +963.6% |
| All | +1,589.5% | +392.0% | +1,197.5% | +1,153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling