+210.1%
CAT vs EFV
+92.7%
+117.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +4.3% |
| 7D | -2.4% | +1.7% | -4.2% | -4.3% |
| 30D | -25.0% | +3.4% | -28.4% | -27.8% |
| 3M | -28.7% | -1.7% | -27.0% | -27.6% |
| 6M | -33.0% | +6.4% | -39.4% | -37.4% |
| YTD | +5.4% | +16.3% | -10.8% | -9.7% |
| 1Y | +7.3% | +22.9% | -15.7% | -13.1% |
| 3Y | +166.0% | +92.8% | +73.2% | +35.9% |
| 5Y | +210.1% | +93.5% | +116.6% | +55.0% |
| All | +210.1% | +92.7% | +117.4% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling