+22.1%
BAC vs CAT
+212.2%
-190.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.1% |
| 7D | -1.9% | +1.7% | -3.6% | -2.6% |
| 30D | -7.2% | -24.6% | +17.4% | +2.9% |
| 3M | -20.4% | -28.5% | +8.1% | -10.2% |
| 6M | +1.3% | -34.8% | +36.1% | +16.7% |
| YTD | -6.4% | +5.9% | -12.3% | -15.0% |
| 1Y | -3.5% | +6.8% | -10.3% | -13.0% |
| 3Y | +96.7% | +161.1% | -64.4% | +9.1% |
| All | +22.1% | +212.2% | -190.1% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling