+18,766.1%
CAT vs BA
+1,560.1%
+17,206.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.4% | -6.0% |
| 7D | -17.1% | +5.9% | -23.0% | -19.1% |
| 30D | -30.1% | -8.2% | -22.0% | -28.3% |
| 3M | -32.4% | -25.4% | -7.0% | -25.1% |
| 6M | -32.1% | -20.0% | -12.1% | -27.2% |
| YTD | +4.1% | -18.5% | +22.6% | +10.4% |
| 1Y | +8.9% | -10.6% | +19.5% | +11.2% |
| 3Y | +155.5% | -9.3% | +164.7% | +147.9% |
| 5Y | +215.5% | -16.9% | +232.4% | +203.5% |
| 10Y | +788.9% | +37.9% | +751.0% | +502.2% |
| All | +18,766.1% | +1,560.1% | +17,206.0% | +4,832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling