+1,725.6%
CAT vs EFV
+248.5%
+1,477.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -6.3% | +2.1% | -8.5% | -8.3% |
| 30D | -26.8% | +3.1% | -29.9% | -29.0% |
| 3M | -30.0% | -1.3% | -28.7% | -29.3% |
| 6M | -34.6% | +6.0% | -40.6% | -38.2% |
| YTD | +2.9% | +15.8% | -12.9% | -10.4% |
| 1Y | +3.3% | +21.1% | -17.8% | -13.8% |
| 3Y | +153.7% | +91.0% | +62.7% | +36.5% |
| 5Y | +207.3% | +94.3% | +113.0% | +62.9% |
| 10Y | +674.0% | +160.4% | +513.6% | +219.6% |
| All | +1,725.6% | +248.5% | +1,477.1% | +420.1% |
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