-39.5%
CAT vs EAT
+39.5%
-78.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.0% |
| 7D | -10.3% | -2.6% | -7.7% | -10.1% |
| 30D | -31.2% | +11.5% | -42.7% | -31.6% |
| 3M | -34.7% | -9.1% | -25.5% | -34.4% |
| 6M | -39.5% | +40.4% | -79.9% | -43.2% |
| All | -39.5% | +39.5% | -78.9% | -43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling