+1,126.0%
CAT vs BWA
+142.9%
+983.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.0% |
| 7D | +5.6% | +4.3% | +1.3% | +3.4% |
| 30D | -2.3% | -2.9% | +0.6% | -1.0% |
| 3M | -10.0% | -12.4% | +2.4% | -4.2% |
| 6M | +21.2% | +28.6% | -7.3% | +6.9% |
| YTD | +44.4% | +48.2% | -3.8% | +16.9% |
| 1Y | +96.3% | +50.9% | +45.4% | +56.8% |
| 3Y | +203.9% | +72.2% | +131.8% | +120.5% |
| 5Y | +333.5% | +91.1% | +242.4% | +189.6% |
| 10Y | +1,126.0% | +144.0% | +982.0% | +634.5% |
| All | +1,126.0% | +142.9% | +983.1% | +634.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling