+19,008.0%
CAT vs EAT
+10,283.2%
+8,724.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.5% |
| 7D | -2.4% | -3.9% | +1.5% | -1.7% |
| 30D | -25.0% | +5.0% | -30.0% | -26.1% |
| 3M | -28.7% | -9.6% | -19.1% | -27.8% |
| 6M | -33.0% | +46.8% | -79.7% | -39.3% |
| YTD | +5.4% | +41.8% | -36.4% | -4.5% |
| 1Y | +7.3% | +98.3% | -91.0% | -10.0% |
| 3Y | +166.0% | +503.1% | -337.0% | +67.5% |
| 5Y | +210.1% | +356.7% | -146.6% | +97.7% |
| 10Y | +712.5% | +349.8% | +362.7% | +342.3% |
| All | +19,008.0% | +10,283.2% | +8,724.8% | +3,892.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling