+143.9%
CAT vs BTI
+143.0%
+0.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +0.8% |
| 7D | -10.3% | -1.0% | -9.3% | -10.3% |
| 30D | -31.2% | +13.0% | -44.2% | -31.3% |
| 3M | -34.7% | +5.3% | -40.0% | -34.6% |
| 6M | -39.5% | +5.3% | -44.8% | -39.6% |
| YTD | -1.7% | +12.4% | -14.0% | -2.6% |
| 1Y | -1.1% | +18.9% | -20.1% | -2.3% |
| 3Y | +143.9% | +144.0% | -0.2% | +113.2% |
| All | +143.9% | +143.0% | +0.8% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling