+263.2%
BAC vs CAT
+725.4%
-462.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -1.2% | -10.3% | +9.1% | +4.6% |
| 30D | -7.7% | -31.2% | +23.5% | +12.5% |
| 3M | -21.2% | -34.7% | +13.5% | -1.7% |
| 6M | -6.8% | -39.5% | +32.6% | +18.5% |
| YTD | -8.7% | -1.7% | -7.0% | -15.2% |
| 1Y | -5.3% | -1.1% | -4.2% | -12.6% |
| 3Y | +87.4% | +143.9% | -56.4% | -7.5% |
| 5Y | +18.9% | +194.8% | -175.9% | -51.0% |
| All | +263.2% | +725.4% | -462.2% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling