-1.3%
CAT vs EAT
+99.8%
-101.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.2% |
| 7D | -10.3% | -2.6% | -7.7% | -10.0% |
| 30D | -31.2% | +11.5% | -42.7% | -32.2% |
| 3M | -34.7% | -9.1% | -25.5% | -34.0% |
| 6M | -39.5% | +40.4% | -79.9% | -43.7% |
| YTD | -1.7% | +43.9% | -45.6% | -7.9% |
| All | -1.3% | +99.8% | -101.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling