+158.3%
CAT vs BX
+35.3%
+123.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.4% |
| 7D | +7.4% | +0.6% | +6.9% | +7.2% |
| 30D | -19.7% | +14.2% | -33.9% | -24.4% |
| 3M | -29.6% | -18.7% | -10.9% | -23.9% |
| 6M | -33.2% | +2.5% | -35.7% | -35.1% |
| YTD | +5.7% | -18.8% | +24.5% | +13.6% |
| 1Y | +9.3% | -10.3% | +19.7% | +11.7% |
| 3Y | +158.3% | +35.4% | +122.9% | +115.7% |
| All | +158.3% | +35.3% | +123.0% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling