+12,865.9%
CAT vs BWA
+2,626.5%
+10,239.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.2% |
| 7D | +1.7% | +1.7% | 0.0% | +1.1% |
| 30D | -24.6% | -14.6% | -10.0% | -18.7% |
| 3M | -28.5% | -26.2% | -2.3% | -17.8% |
| 6M | -34.8% | -18.4% | -16.4% | -28.6% |
| YTD | +5.9% | +14.7% | -8.8% | -1.6% |
| 1Y | +6.8% | +13.3% | -6.5% | -0.3% |
| 3Y | +161.1% | +64.7% | +96.4% | +102.4% |
| 5Y | +213.4% | +32.2% | +181.3% | +160.3% |
| 10Y | +700.3% | +96.8% | +603.5% | +426.4% |
| All | +12,865.9% | +2,626.5% | +10,239.5% | +3,040.4% |
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