+8.9%
CAT vs BX
-8.3%
+17.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.2% | -11.5% | -6.2% |
| 7D | -17.1% | +8.3% | -25.4% | -18.4% |
| 30D | -30.1% | +13.5% | -43.7% | -31.9% |
| 3M | -32.4% | -7.6% | -24.8% | -30.9% |
| 6M | -32.1% | +4.0% | -36.2% | -32.8% |
| YTD | +4.1% | -15.2% | +19.3% | +12.5% |
| 1Y | +8.9% | -8.5% | +17.4% | +13.8% |
| All | +8.9% | -8.3% | +17.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling