+1,110.7%
CAT vs ED
+101.3%
+1,009.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -6.6% | -0.1% | -6.4% | -6.6% |
| 3M | -13.3% | +3.9% | -17.2% | -14.2% |
| 6M | +11.6% | -3.0% | +14.7% | +12.0% |
| YTD | +42.9% | +10.7% | +32.3% | +39.4% |
| 1Y | +95.4% | +13.3% | +82.1% | +89.2% |
| 3Y | +196.6% | +34.5% | +162.1% | +170.0% |
| 5Y | +321.7% | +67.1% | +254.5% | +258.7% |
| All | +1,110.7% | +101.3% | +1,009.4% | +945.7% |
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