+135.1%
BAC vs CAT
+196.5%
-61.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -0.4% | -6.6% | +6.2% | +1.7% |
| 3M | +16.9% | -13.3% | +30.2% | +20.9% |
| 6M | +26.6% | +11.6% | +15.0% | +17.4% |
| YTD | +15.8% | +42.9% | -27.2% | -4.1% |
| 1Y | +27.2% | +95.4% | -68.3% | -11.0% |
| All | +135.1% | +196.5% | -61.4% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling