+1,116.0%
CAT vs BX
+802.7%
+313.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.6% |
| 7D | +9.3% | -1.1% | +10.4% | +9.8% |
| 30D | -21.5% | +8.8% | -30.3% | -24.4% |
| 3M | -29.1% | -18.3% | -10.8% | -24.4% |
| 6M | -33.4% | -1.5% | -31.8% | -34.1% |
| YTD | +6.6% | -19.9% | +26.5% | +12.7% |
| 1Y | +6.5% | -14.5% | +21.0% | +9.9% |
| 3Y | +162.7% | +32.3% | +130.4% | +127.8% |
| 5Y | +214.2% | -1.1% | +215.3% | +186.3% |
| 10Y | +705.2% | +657.8% | +47.4% | +241.9% |
| All | +1,116.0% | +802.7% | +313.3% | +242.9% |
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