+6.8%
CAT vs ED
+24.8%
-18.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | -0.9% | +2.7% | +1.4% |
| 30D | -24.6% | +11.2% | -35.7% | -21.3% |
| 3M | -28.5% | +11.8% | -40.3% | -25.3% |
| 6M | -34.8% | +14.1% | -48.9% | -31.5% |
| YTD | +5.9% | +23.0% | -17.1% | +18.3% |
| 1Y | +6.8% | +23.7% | -16.8% | +21.2% |
| All | +6.8% | +24.8% | -18.0% | +21.2% |
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