+96.3%
CAT vs EFX
-30.2%
+126.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +0.5% |
| 7D | +5.6% | -7.8% | +13.4% | +4.0% |
| 30D | -2.3% | -5.7% | +3.4% | -3.2% |
| 3M | -10.0% | +2.5% | -12.5% | -9.0% |
| 6M | +21.2% | -16.7% | +37.9% | +22.6% |
| YTD | +44.4% | -20.2% | +64.6% | +46.8% |
| 1Y | +96.3% | -31.4% | +127.7% | +99.1% |
| All | +96.3% | -30.2% | +126.5% | +99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling