+214.2%
CAT vs ED
+82.8%
+131.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.3% | -1.7% | +11.0% | +9.3% |
| 30D | -21.5% | +10.7% | -32.2% | -21.7% |
| 3M | -29.1% | +11.6% | -40.7% | -29.3% |
| 6M | -33.4% | +13.5% | -46.9% | -33.7% |
| YTD | +6.6% | +23.1% | -16.6% | +5.3% |
| 1Y | +6.5% | +23.1% | -16.5% | +5.2% |
| 3Y | +162.7% | +47.9% | +114.7% | +143.8% |
| 5Y | +214.2% | +83.9% | +130.3% | +180.0% |
| All | +214.2% | +82.8% | +131.4% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling