+725.3%
CAT vs BA
+33.2%
+692.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -10.3% | +1.1% | -11.4% | -10.6% |
| 30D | -31.2% | -7.9% | -23.3% | -29.7% |
| 3M | -34.7% | -25.3% | -9.3% | -28.6% |
| 6M | -39.5% | -24.6% | -14.9% | -34.4% |
| YTD | -1.7% | -20.1% | +18.5% | +4.3% |
| 1Y | -1.1% | -11.8% | +10.6% | +1.2% |
| 3Y | +143.9% | -10.1% | +154.0% | +138.8% |
| 5Y | +194.8% | -22.7% | +217.5% | +193.3% |
| All | +725.3% | +33.2% | +692.1% | +453.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling