+695.3%
CAT vs BWA
+94.6%
+600.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +9.3% | +7.3% | +2.0% | +5.6% |
| 30D | -21.5% | -15.8% | -5.7% | -14.1% |
| 3M | -29.1% | -25.7% | -3.3% | -17.6% |
| 6M | -33.4% | -19.6% | -13.8% | -25.8% |
| YTD | +6.6% | +14.1% | -7.5% | -1.7% |
| 1Y | +6.5% | +12.2% | -5.6% | -1.0% |
| 3Y | +162.7% | +63.8% | +98.8% | +97.1% |
| 5Y | +214.2% | +28.7% | +185.5% | +156.1% |
| All | +695.3% | +94.6% | +600.7% | +436.0% |
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 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