+8.9%
CAT vs BWA
+17.4%
-8.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.7% | -3.9% |
| 7D | -17.1% | -9.9% | -7.2% | -12.4% |
| 30D | -30.1% | -16.4% | -13.8% | -23.4% |
| 3M | -32.4% | -19.8% | -12.5% | -24.6% |
| 6M | -32.1% | -10.0% | -22.2% | -27.7% |
| YTD | +4.1% | +12.7% | -8.7% | -3.1% |
| 1Y | +8.9% | +15.7% | -6.8% | 0.0% |
| All | +8.9% | +17.4% | -8.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling