+201.7%
CAT vs EAT
+657.6%
-455.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | +1.9% | -8.4% | -7.0% |
| 3M | -13.3% | +68.7% | -82.0% | -20.6% |
| 6M | +11.6% | +66.9% | -55.3% | +2.0% |
| YTD | +42.9% | +60.4% | -17.5% | +31.4% |
| 1Y | +95.4% | +44.0% | +51.4% | +82.9% |
| All | +201.7% | +657.6% | -455.9% | +110.9% |
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