+1,126.0%
CAT vs EFX
+40.1%
+1,086.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.8% |
| 7D | +5.6% | -7.8% | +13.4% | +7.7% |
| 30D | -2.3% | -5.7% | +3.4% | -1.2% |
| 3M | -10.0% | +2.5% | -12.5% | -12.1% |
| 6M | +21.2% | -16.7% | +37.9% | +25.3% |
| YTD | +44.4% | -20.2% | +64.6% | +50.2% |
| 1Y | +96.3% | -31.4% | +127.7% | +113.3% |
| 3Y | +203.9% | -10.5% | +214.4% | +194.2% |
| 5Y | +333.5% | -35.2% | +368.7% | +355.8% |
| 10Y | +1,126.0% | +40.2% | +1,085.9% | +873.5% |
| All | +1,126.0% | +40.1% | +1,086.0% | +873.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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