+102.1%
CAT vs BTSG
+504.1%
-402.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.2% | -3.4% |
| 7D | -6.3% | +3.8% | -10.1% | -7.1% |
| 30D | -26.8% | +13.7% | -40.5% | -28.9% |
| 3M | -30.0% | +18.0% | -48.0% | -32.9% |
| 6M | -34.6% | +32.2% | -66.8% | -39.2% |
| YTD | +2.9% | +93.6% | -90.7% | -12.8% |
| 1Y | +3.3% | +115.9% | -112.7% | -14.6% |
| All | +102.1% | +504.1% | -402.0% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling