+4,274.6%
CAT vs TLT
+129.8%
+4,144.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.2% |
| 7D | -14.5% | +0.5% | -15.0% | -14.2% |
| 30D | -35.7% | +6.0% | -41.7% | -33.3% |
| 3M | -36.3% | -0.9% | -35.4% | -36.5% |
| 6M | -38.5% | -2.6% | -35.9% | -39.5% |
| YTD | -2.5% | -3.1% | +0.6% | -4.4% |
| 1Y | -1.9% | -4.4% | +2.5% | -4.6% |
| 3Y | +139.2% | +5.5% | +133.7% | +149.1% |
| 5Y | +192.1% | -34.7% | +226.9% | +114.4% |
| 10Y | +732.3% | -17.6% | +749.9% | +685.8% |
| All | +4,274.6% | +129.8% | +4,144.8% | +10,841.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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