+712.5%
CAT vs BA
+31.3%
+681.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.4% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | -25.0% | -9.5% | -15.6% | -22.9% |
| 3M | -28.7% | -26.5% | -2.3% | -21.7% |
| 6M | -33.0% | -27.4% | -5.6% | -26.5% |
| YTD | +5.4% | -20.6% | +26.0% | +12.0% |
| 1Y | +7.3% | -11.4% | +18.7% | +9.6% |
| 3Y | +166.0% | -10.8% | +176.9% | +161.1% |
| 5Y | +210.1% | -21.9% | +232.0% | +207.3% |
| 10Y | +712.5% | +28.1% | +684.4% | +529.6% |
| All | +712.5% | +31.3% | +681.2% | +529.6% |
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