+9.3%
CAT vs ECL
+19.9%
-10.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.4% |
| 7D | +7.4% | +2.9% | +4.6% | +6.4% |
| 30D | -19.7% | +7.5% | -27.2% | -21.9% |
| 3M | -29.6% | +12.2% | -41.8% | -33.1% |
| 6M | -33.2% | +24.6% | -57.8% | -41.7% |
| YTD | +5.7% | +18.8% | -13.1% | -2.0% |
| 1Y | +9.3% | +19.3% | -10.0% | +1.5% |
| All | +9.3% | +19.9% | -10.6% | +1.5% |
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