+25,808.1%
CAT vs BA
+1,890.7%
+23,917.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +1.7% | +1.2% | +0.6% | +1.3% |
| 30D | -6.6% | -11.6% | +5.1% | -2.1% |
| 3M | -13.3% | -2.4% | -10.9% | -12.8% |
| 6M | +11.6% | -6.6% | +18.2% | +13.5% |
| YTD | +42.9% | -2.2% | +45.2% | +42.7% |
| 1Y | +95.4% | -8.0% | +103.5% | +98.0% |
| 3Y | +196.6% | -5.0% | +201.6% | +185.3% |
| 5Y | +321.7% | -2.7% | +324.4% | +284.9% |
| 10Y | +1,140.8% | +75.9% | +1,064.9% | +670.4% |
| All | +25,808.1% | +1,890.7% | +23,917.4% | +6,275.2% |
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