+725.3%
CAT vs EIX
+29.5%
+695.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.6% |
| 7D | -10.3% | +1.0% | -11.3% | -10.6% |
| 30D | -31.2% | +9.1% | -40.3% | -33.0% |
| 3M | -34.7% | -10.2% | -24.4% | -33.8% |
| 6M | -39.5% | -11.2% | -28.2% | -38.8% |
| YTD | -1.7% | +4.5% | -6.1% | -5.8% |
| 1Y | -1.1% | +10.9% | -12.0% | -7.2% |
| 3Y | +143.9% | +8.4% | +135.4% | +124.0% |
| 5Y | +194.8% | +18.0% | +176.8% | +159.6% |
| All | +725.3% | +29.5% | +695.9% | +608.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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