+17,400.5%
CAT vs BWA
+3,492.4%
+13,908.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +0.5% |
| 7D | +1.7% | +5.7% | -4.0% | -0.8% |
| 30D | -6.6% | +1.4% | -8.0% | -7.3% |
| 3M | -13.3% | -12.1% | -1.2% | -8.3% |
| 6M | +11.6% | +28.6% | -16.9% | -0.5% |
| YTD | +42.9% | +51.1% | -8.1% | +17.0% |
| 1Y | +95.4% | +55.9% | +39.6% | +57.2% |
| 3Y | +196.6% | +70.1% | +126.5% | +123.8% |
| 5Y | +321.7% | +90.7% | +231.0% | +195.7% |
| 10Y | +1,140.8% | +154.0% | +986.8% | +622.9% |
| All | +17,400.5% | +3,492.4% | +13,908.1% | +3,633.5% |
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 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