+17,564.5%
CAT vs ED
+2,522.9%
+15,041.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | -14.5% | +5.2% | -19.6% | -16.1% |
| 30D | -35.7% | +15.5% | -51.3% | -39.2% |
| 3M | -36.3% | +13.0% | -49.3% | -39.3% |
| 6M | -38.5% | +13.1% | -51.6% | -41.7% |
| YTD | -2.5% | +25.3% | -27.8% | -11.2% |
| 1Y | -1.9% | +30.5% | -32.4% | -12.2% |
| 3Y | +139.2% | +49.3% | +89.9% | +98.4% |
| 5Y | +192.1% | +84.6% | +107.6% | +119.6% |
| 10Y | +732.3% | +135.4% | +596.8% | +437.1% |
| All | +17,564.5% | +2,522.9% | +15,041.6% | +4,076.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling