+712.5%
CAT vs ECL
+205.6%
+506.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +6.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -25.0% | +8.8% | -33.8% | -28.4% |
| 3M | -28.7% | +7.8% | -36.6% | -31.8% |
| 6M | -33.0% | +21.3% | -54.3% | -40.0% |
| YTD | +5.4% | +17.8% | -12.4% | -4.0% |
| 1Y | +7.3% | +21.1% | -13.8% | -3.8% |
| 3Y | +166.0% | +80.1% | +86.0% | +88.6% |
| 5Y | +210.1% | +40.5% | +169.6% | +148.6% |
| 10Y | +712.5% | +197.7% | +514.8% | +265.7% |
| All | +712.5% | +205.6% | +506.9% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling