+25,808.1%
CAT vs ED
+2,217.3%
+23,590.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -6.6% | -0.1% | -6.4% | -6.6% |
| 3M | -13.3% | +3.9% | -17.2% | -14.9% |
| 6M | +11.6% | -3.0% | +14.7% | +12.2% |
| YTD | +42.9% | +10.7% | +32.3% | +36.6% |
| 1Y | +95.4% | +13.3% | +82.1% | +84.3% |
| 3Y | +196.6% | +34.5% | +162.1% | +155.9% |
| 5Y | +321.7% | +67.1% | +254.5% | +228.6% |
| 10Y | +1,140.8% | +103.0% | +1,037.7% | +748.5% |
| All | +25,808.1% | +2,217.3% | +23,590.8% | +6,328.0% |
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 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