+674.0%
CAT vs ECL
+196.4%
+477.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -6.3% | +0.4% | -6.8% | -6.5% |
| 30D | -26.8% | +8.6% | -35.4% | -30.0% |
| 3M | -30.0% | +7.9% | -37.9% | -33.1% |
| 6M | -34.6% | +21.0% | -55.6% | -41.4% |
| YTD | +2.9% | +17.5% | -14.6% | -6.1% |
| 1Y | +3.3% | +19.7% | -16.4% | -6.8% |
| 3Y | +153.7% | +77.4% | +76.3% | +81.4% |
| 5Y | +207.3% | +38.7% | +168.6% | +148.4% |
| 10Y | +674.0% | +193.5% | +480.5% | +254.4% |
| All | +674.0% | +196.4% | +477.6% | +254.4% |
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