+333.5%
CAT vs BX
+26.0%
+307.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.6% |
| 7D | +5.6% | -2.0% | +7.5% | +6.3% |
| 30D | -2.3% | -2.3% | 0.0% | -1.8% |
| 3M | -10.0% | +18.5% | -28.5% | -15.9% |
| 6M | +21.2% | +23.7% | -2.5% | +10.8% |
| YTD | +44.4% | -10.4% | +54.8% | +48.1% |
| 1Y | +96.3% | -19.6% | +115.9% | +108.6% |
| 3Y | +203.9% | +30.8% | +173.1% | +170.7% |
| 5Y | +333.5% | +24.3% | +309.2% | +266.4% |
| All | +333.5% | +26.0% | +307.5% | +266.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling