+333.5%
CAT vs EFV
+96.3%
+237.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.8% |
| 7D | +5.6% | +1.0% | +4.6% | +4.4% |
| 30D | -2.3% | +0.2% | -2.5% | -2.5% |
| 3M | -10.0% | +9.6% | -19.6% | -18.4% |
| 6M | +21.2% | +14.0% | +7.2% | +5.8% |
| YTD | +44.4% | +18.5% | +26.0% | +21.4% |
| 1Y | +96.3% | +27.9% | +68.4% | +52.7% |
| 3Y | +203.9% | +92.4% | +111.5% | +54.9% |
| 5Y | +333.5% | +97.2% | +236.3% | +112.8% |
| All | +333.5% | +96.3% | +237.2% | +112.8% |
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