+192.1%
CAT vs BA
-20.8%
+212.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.8% | -5.6% |
| 7D | -14.5% | -0.1% | -14.4% | -14.5% |
| 30D | -35.7% | -9.1% | -26.6% | -34.2% |
| 3M | -36.3% | -28.2% | -8.1% | -30.2% |
| 6M | -38.5% | -23.1% | -15.4% | -34.3% |
| YTD | -2.5% | -20.6% | +18.0% | +2.8% |
| 1Y | -1.9% | -12.7% | +10.8% | +0.5% |
| 3Y | +139.2% | -11.6% | +150.8% | +135.0% |
| 5Y | +192.1% | -23.1% | +215.3% | +185.6% |
| All | +192.1% | -20.8% | +212.9% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling