+19,008.0%
CAT vs EFX
+6,822.9%
+12,185.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | -25.0% | +29.2% | -54.2% | -31.7% |
| 3M | -28.7% | +3.5% | -32.2% | -30.7% |
| 6M | -33.0% | +7.8% | -40.8% | -36.8% |
| YTD | +5.4% | -12.4% | +17.8% | +5.2% |
| 1Y | +7.3% | -8.2% | +15.5% | +5.2% |
| 3Y | +166.0% | +4.7% | +161.3% | +141.6% |
| 5Y | +210.1% | -32.0% | +242.1% | +218.5% |
| 10Y | +712.5% | +69.1% | +643.5% | +471.0% |
| All | +19,008.0% | +6,822.9% | +12,185.1% | +4,977.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling