-1.4%
BAC vs CAT
+5.7%
-7.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.2% | +7.4% | -4.2% | +2.0% |
| 30D | -0.7% | -19.7% | +19.0% | +2.5% |
| 3M | -20.0% | -29.6% | +9.6% | -15.7% |
| 6M | +3.4% | -33.2% | +36.6% | +8.3% |
| YTD | -5.7% | +5.7% | -11.4% | -14.1% |
| 1Y | -1.4% | +9.3% | -10.8% | -10.8% |
| All | -1.4% | +5.7% | -7.1% | -10.8% |
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