+183.7%
CAT vs BTSG
+421.3%
-237.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.4% |
| 7D | +5.6% | +5.7% | -0.2% | +4.2% |
| 30D | -2.3% | +0.2% | -2.5% | -2.6% |
| 3M | -10.0% | +5.6% | -15.6% | -11.8% |
| 6M | +21.2% | +50.8% | -29.5% | +9.0% |
| YTD | +44.4% | +67.0% | -22.6% | +26.8% |
| 1Y | +96.3% | +145.5% | -49.2% | +58.1% |
| All | +183.7% | +421.3% | -237.6% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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