+695.3%
CAT vs EFX
+79.2%
+616.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +9.3% | -3.6% | +13.0% | +10.3% |
| 30D | -21.5% | +25.3% | -46.8% | -26.4% |
| 3M | -29.1% | +3.8% | -32.9% | -30.5% |
| 6M | -33.4% | +12.7% | -46.1% | -37.1% |
| YTD | +6.6% | -13.1% | +19.7% | +7.6% |
| 1Y | +6.5% | -9.3% | +15.9% | +6.1% |
| 3Y | +162.7% | +3.5% | +159.1% | +142.1% |
| 5Y | +214.2% | -30.6% | +244.8% | +223.4% |
| All | +695.3% | +79.2% | +616.1% | +476.3% |
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