+3.3%
CAT vs ECL
+20.7%
-17.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -6.3% | +0.4% | -6.8% | -6.4% |
| 30D | -26.8% | +8.6% | -35.4% | -29.2% |
| 3M | -30.0% | +7.9% | -37.9% | -32.2% |
| 6M | -34.6% | +21.0% | -55.6% | -41.7% |
| YTD | +2.9% | +17.5% | -14.6% | -3.8% |
| 1Y | +3.3% | +19.7% | -16.4% | -4.1% |
| All | +3.3% | +20.7% | -17.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling