+11,939.6%
CAT vs BWA
+2,496.1%
+9,443.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.3% |
| 7D | -10.3% | -5.5% | -4.8% | -7.9% |
| 30D | -31.2% | -21.7% | -9.5% | -22.9% |
| 3M | -34.7% | -25.6% | -9.0% | -25.3% |
| 6M | -39.5% | -17.4% | -22.0% | -34.2% |
| YTD | -1.7% | +9.2% | -10.8% | -6.6% |
| 1Y | -1.1% | +9.7% | -10.9% | -6.5% |
| 3Y | +143.9% | +54.6% | +89.2% | +94.3% |
| 5Y | +194.8% | +26.8% | +168.0% | +149.2% |
| 10Y | +739.8% | +89.0% | +650.8% | +461.1% |
| All | +11,939.6% | +2,496.1% | +9,443.5% | +2,878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling