+10.3%
CAT vs BX
-13.7%
+23.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.1% |
| 7D | +9.3% | -1.1% | +10.4% | +9.6% |
| 30D | -21.5% | +8.8% | -30.3% | -23.0% |
| 3M | -29.1% | -18.3% | -10.8% | -25.5% |
| 6M | -33.4% | -1.5% | -31.8% | -33.3% |
| YTD | +6.6% | -19.9% | +26.5% | +16.1% |
| All | +10.3% | -13.7% | +23.9% | +15.8% |
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