+1,531.3%
CAT vs BX
+927.0%
+604.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +1.7% | -4.4% | +6.1% | +3.4% |
| 30D | -6.6% | +0.1% | -6.6% | -6.9% |
| 3M | -13.3% | +16.0% | -29.3% | -18.4% |
| 6M | +11.6% | +21.6% | -10.0% | +2.5% |
| YTD | +42.9% | -8.9% | +51.8% | +45.4% |
| 1Y | +95.4% | -16.6% | +112.1% | +104.6% |
| 3Y | +196.6% | +43.3% | +153.3% | +151.2% |
| 5Y | +321.7% | +25.7% | +296.0% | +253.1% |
| 10Y | +1,140.8% | +689.5% | +451.3% | +421.6% |
| All | +1,531.3% | +927.0% | +604.3% | +342.4% |
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 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