+326.0%
CAT vs BTI
+115.0%
+211.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +1.7% | -1.4% | +3.1% | +2.0% |
| 30D | -6.6% | -6.6% | +0.1% | -5.3% |
| 3M | -13.3% | -3.0% | -10.3% | -13.5% |
| 6M | +11.6% | -6.7% | +18.3% | +12.3% |
| YTD | +42.9% | +0.6% | +42.4% | +41.0% |
| 1Y | +95.4% | +5.6% | +89.8% | +90.2% |
| 3Y | +196.6% | +110.3% | +86.3% | +126.4% |
| All | +326.0% | +115.0% | +211.0% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling