+2,435.9%
CAT vs EFV
+258.8%
+2,177.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -13.3% | +8.6% | -21.9% | -19.9% |
| 6M | +11.6% | +11.7% | -0.1% | +0.7% |
| YTD | +42.9% | +19.3% | +23.7% | +21.3% |
| 1Y | +95.4% | +30.2% | +65.2% | +52.4% |
| 3Y | +196.6% | +91.6% | +105.0% | +59.6% |
| 5Y | +321.7% | +96.4% | +225.3% | +121.9% |
| 10Y | +1,140.8% | +166.5% | +974.3% | +402.0% |
| All | +2,435.9% | +258.8% | +2,177.1% | +603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling