+1,074.4%
CAT vs BX
+833.1%
+241.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -6.3% | +3.7% | -10.0% | -7.6% |
| 30D | -26.8% | +8.2% | -35.0% | -29.3% |
| 3M | -30.0% | -12.7% | -17.4% | -27.2% |
| 6M | -34.6% | +1.0% | -35.5% | -35.9% |
| YTD | +2.9% | -17.2% | +20.1% | +7.6% |
| 1Y | +3.3% | -11.6% | +14.9% | +5.3% |
| 3Y | +153.7% | +36.8% | +116.9% | +117.5% |
| 5Y | +207.3% | +4.8% | +202.5% | +174.2% |
| 10Y | +674.0% | +672.8% | +1.2% | +226.4% |
| All | +1,074.4% | +833.1% | +241.3% | +227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling