+183.3%
CAT vs BTI
+155.8%
+27.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.4% |
| 7D | -10.3% | -1.0% | -9.3% | -10.2% |
| 30D | -31.2% | +13.0% | -44.2% | -32.8% |
| 3M | -34.7% | +5.3% | -40.0% | -35.4% |
| 6M | -39.5% | +5.3% | -44.8% | -40.6% |
| YTD | -1.7% | +12.4% | -14.0% | -5.2% |
| 1Y | -1.1% | +18.9% | -20.1% | -6.0% |
| 3Y | +143.9% | +144.0% | -0.2% | +80.4% |
| All | +183.3% | +155.8% | +27.5% | +94.8% |
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