+700.3%
CAT vs ED
+141.1%
+559.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | -0.9% | +2.7% | +1.9% |
| 30D | -24.6% | +11.2% | -35.7% | -26.2% |
| 3M | -28.5% | +11.8% | -40.3% | -30.1% |
| 6M | -34.8% | +14.1% | -48.9% | -36.7% |
| YTD | +5.9% | +23.0% | -17.1% | +1.0% |
| 1Y | +6.8% | +23.7% | -16.8% | +1.7% |
| 3Y | +161.1% | +47.7% | +113.3% | +132.7% |
| 5Y | +213.4% | +82.6% | +130.8% | +160.9% |
| 10Y | +700.3% | +141.8% | +558.6% | +573.9% |
| All | +700.3% | +141.1% | +559.3% | +573.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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