+28.8%
BAC vs CAT
+96.4%
-67.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +1.2% | +5.6% | -4.4% | +0.4% |
| 30D | -0.7% | -2.3% | +1.6% | -0.5% |
| 3M | +16.9% | -10.0% | +26.9% | +17.4% |
| 6M | +29.6% | +21.2% | +8.3% | +22.6% |
| YTD | +15.3% | +44.4% | -29.2% | +6.2% |
| 1Y | +28.8% | +96.3% | -67.5% | +13.6% |
| All | +28.8% | +96.4% | -67.5% | +13.6% |
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