+25,808.1%
CAT vs ECL
+13,009.7%
+12,798.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -2.6% | +4.3% | +3.1% |
| 30D | -6.6% | -2.2% | -4.4% | -5.7% |
| 3M | -13.3% | +10.1% | -23.4% | -18.0% |
| 6M | +11.6% | -5.7% | +17.4% | +14.5% |
| YTD | +42.9% | +7.0% | +36.0% | +37.4% |
| 1Y | +95.4% | +2.7% | +92.8% | +90.6% |
| 3Y | +196.6% | +57.7% | +138.9% | +127.3% |
| 5Y | +321.7% | +31.1% | +290.5% | +245.6% |
| 10Y | +1,140.8% | +150.9% | +989.9% | +607.7% |
| All | +25,808.1% | +13,009.7% | +12,798.4% | +3,927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling