-1.5%
BAC vs CAT
+5.5%
-7.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.2% | +9.2% | +4.7% |
| 7D | +1.5% | -17.1% | +18.6% | +4.3% |
| 30D | -4.4% | -30.1% | +25.7% | +1.0% |
| 3M | -17.5% | -32.4% | +14.9% | -12.5% |
| 6M | -0.1% | -32.1% | +32.1% | +4.2% |
| YTD | -4.6% | +4.1% | -8.7% | -11.7% |
| 1Y | -1.5% | +8.9% | -10.4% | -11.0% |
| All | -1.5% | +5.5% | -7.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling