+725.3%
CAT vs ECL
+199.1%
+526.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | -10.3% | -0.8% | -9.5% | -10.1% |
| 30D | -31.2% | +8.1% | -39.3% | -34.2% |
| 3M | -34.7% | +6.4% | -41.0% | -37.1% |
| 6M | -39.5% | +14.8% | -54.2% | -44.3% |
| YTD | -1.7% | +15.5% | -17.1% | -9.6% |
| 1Y | -1.1% | +20.1% | -21.2% | -11.1% |
| 3Y | +143.9% | +77.8% | +66.1% | +73.7% |
| 5Y | +194.8% | +37.9% | +156.9% | +138.3% |
| All | +725.3% | +199.1% | +526.2% | +256.9% |
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