+1,126.0%
CAT vs EAT
+373.3%
+752.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.7% |
| 7D | +5.6% | -4.9% | +10.5% | +6.5% |
| 30D | -2.3% | -1.2% | -1.1% | -2.3% |
| 3M | -10.0% | +52.2% | -62.3% | -17.2% |
| 6M | +21.2% | +65.0% | -43.8% | +9.2% |
| YTD | +44.4% | +55.0% | -10.6% | +31.4% |
| 1Y | +96.3% | +42.1% | +54.2% | +80.2% |
| 3Y | +203.9% | +614.7% | -410.8% | +98.8% |
| 5Y | +333.5% | +322.7% | +10.8% | +200.0% |
| 10Y | +1,126.0% | +382.0% | +744.0% | +682.0% |
| All | +1,126.0% | +373.3% | +752.7% | +682.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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