+18.0%
BAC vs CAT
+181.1%
-163.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.2% | -10.3% | +9.1% | +2.8% |
| 30D | -7.7% | -31.2% | +23.5% | +6.1% |
| 3M | -21.2% | -34.7% | +13.5% | -7.8% |
| 6M | -6.8% | -39.5% | +32.6% | +10.5% |
| YTD | -8.7% | -1.7% | -7.0% | -14.6% |
| 1Y | -5.3% | -1.1% | -4.2% | -11.9% |
| 3Y | +87.4% | +143.9% | -56.4% | +6.8% |
| All | +18.0% | +181.1% | -163.1% | -40.4% |
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 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