+158.3%
CAT vs EAT
+476.7%
-318.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | -4.0% | +11.4% | +8.0% |
| 30D | -19.7% | -2.9% | -16.8% | -19.5% |
| 3M | -29.6% | -16.9% | -12.7% | -28.0% |
| 6M | -33.2% | +57.0% | -90.2% | -38.6% |
| YTD | +5.7% | +38.2% | -32.5% | -1.1% |
| 1Y | +9.3% | +69.3% | -59.9% | -0.9% |
| 3Y | +158.3% | +483.0% | -324.7% | +83.6% |
| All | +158.3% | +476.7% | -318.4% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling