+674.0%
CAT vs ED
+136.7%
+537.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.5% |
| 7D | -6.3% | +2.1% | -8.4% | -6.7% |
| 30D | -26.8% | +12.4% | -39.2% | -28.5% |
| 3M | -30.0% | +13.1% | -43.2% | -31.8% |
| 6M | -34.6% | +14.1% | -48.7% | -36.5% |
| YTD | +2.9% | +23.1% | -20.1% | -1.8% |
| 1Y | +3.3% | +25.4% | -22.2% | -2.0% |
| 3Y | +153.7% | +47.9% | +105.8% | +126.1% |
| 5Y | +207.3% | +81.9% | +125.4% | +156.1% |
| 10Y | +674.0% | +141.3% | +532.8% | +550.5% |
| All | +674.0% | +136.7% | +537.3% | +550.5% |
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