+95.4%
CAT vs EFV
+30.7%
+64.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.9% |
| 7D | +1.7% | +1.5% | +0.2% | -0.3% |
| 30D | -6.6% | +1.7% | -8.3% | -8.8% |
| 3M | -13.3% | +8.6% | -21.9% | -22.7% |
| 6M | +11.6% | +11.7% | -0.1% | -3.8% |
| YTD | +42.9% | +19.3% | +23.7% | +13.0% |
| 1Y | +95.4% | +30.2% | +65.2% | +42.3% |
| All | +95.4% | +30.7% | +64.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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