+1,157.1%
CAT vs BTI
+68.1%
+1,089.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | +2.9% | -2.4% | +5.4% | +3.7% |
| 30D | -2.6% | -4.8% | +2.1% | -1.2% |
| 3M | -10.7% | -8.1% | -2.6% | -8.9% |
| 6M | +16.1% | -4.2% | +20.3% | +16.3% |
| YTD | +43.2% | -1.3% | +44.5% | +41.8% |
| 1Y | +96.8% | +2.1% | +94.7% | +92.2% |
| 3Y | +201.4% | +108.9% | +92.4% | +120.4% |
| 5Y | +332.7% | +114.5% | +218.2% | +209.7% |
| 10Y | +1,157.1% | +72.2% | +1,084.9% | +824.7% |
| All | +1,157.1% | +68.1% | +1,089.0% | +824.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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