+5.8%
CAT vs ED
+24.7%
-18.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -25.0% | +11.6% | -36.6% | -21.7% |
| 3M | -28.7% | +10.5% | -39.3% | -25.9% |
| 6M | -33.0% | +13.2% | -46.2% | -29.8% |
| YTD | +5.4% | +22.1% | -16.7% | +17.4% |
| All | +5.8% | +24.7% | -18.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling