-5.3%
BAC vs CAT
-1.7%
-3.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.2% | -10.3% | +9.1% | +0.4% |
| 30D | -7.7% | -31.2% | +23.5% | -2.0% |
| 3M | -21.2% | -34.7% | +13.5% | -15.7% |
| 6M | -6.8% | -39.5% | +32.6% | -0.4% |
| YTD | -8.7% | -1.7% | -7.0% | -16.3% |
| 1Y | -5.3% | -1.1% | -4.2% | -15.4% |
| All | -5.3% | -1.7% | -3.6% | -15.4% |
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