+17,723.7%
CAT vs BTI
+6,777.2%
+10,946.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.8% |
| 7D | -10.3% | -1.0% | -9.3% | -10.2% |
| 30D | -31.2% | +13.0% | -44.2% | -33.6% |
| 3M | -34.7% | +5.3% | -40.0% | -35.9% |
| 6M | -39.5% | +5.3% | -44.8% | -41.1% |
| YTD | -1.7% | +12.4% | -14.0% | -5.9% |
| 1Y | -1.1% | +18.9% | -20.1% | -6.9% |
| 3Y | +143.9% | +144.0% | -0.2% | +86.3% |
| 5Y | +194.8% | +156.3% | +38.5% | +121.1% |
| 10Y | +739.8% | +115.3% | +624.5% | +542.9% |
| All | +17,723.7% | +6,777.2% | +10,946.5% | +6,544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling