+1,157.1%
CAT vs EFV
+162.1%
+995.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.1% |
| 7D | +2.9% | -0.5% | +3.5% | +3.5% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | -10.7% | +8.4% | -19.1% | -18.2% |
| 6M | +16.1% | +12.3% | +3.8% | +2.6% |
| YTD | +43.2% | +17.4% | +25.8% | +20.9% |
| 1Y | +96.8% | +27.1% | +69.7% | +52.5% |
| 3Y | +201.4% | +90.7% | +110.6% | +49.8% |
| 5Y | +332.7% | +95.6% | +237.1% | +108.7% |
| 10Y | +1,157.1% | +165.3% | +991.8% | +392.9% |
| All | +1,157.1% | +162.1% | +995.0% | +392.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling