+201.7%
CAT vs EFX
-10.5%
+212.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +2.4% |
| 7D | +1.7% | -8.6% | +10.3% | +2.7% |
| 30D | -6.6% | +0.1% | -6.7% | -6.8% |
| 3M | -13.3% | +3.8% | -17.1% | -14.4% |
| 6M | +11.6% | -13.5% | +25.1% | +14.5% |
| YTD | +42.9% | -17.7% | +60.6% | +48.0% |
| 1Y | +95.4% | -25.6% | +121.0% | +107.2% |
| All | +201.7% | -10.5% | +212.2% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling