+153.7%
CAT vs BA
-11.1%
+164.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -6.3% | 0.0% | -6.4% | -6.3% |
| 30D | -26.8% | -8.9% | -17.9% | -25.3% |
| 3M | -30.0% | -25.5% | -4.5% | -25.0% |
| 6M | -34.6% | -27.0% | -7.6% | -29.8% |
| YTD | +2.9% | -20.1% | +23.1% | +7.5% |
| 1Y | +3.3% | -11.0% | +14.3% | +5.0% |
| 3Y | +153.7% | -11.8% | +165.5% | +156.0% |
| All | +153.7% | -11.1% | +164.8% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling