+326.0%
CAT vs EIX
+22.8%
+303.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +1.7% | -19.1% | +20.8% | +6.0% |
| 30D | -6.6% | -16.9% | +10.3% | -3.6% |
| 3M | -13.3% | -20.0% | +6.7% | -10.0% |
| 6M | +11.6% | -21.3% | +32.9% | +16.4% |
| YTD | +42.9% | -1.7% | +44.7% | +39.4% |
| 1Y | +95.4% | +9.6% | +85.9% | +83.7% |
| 3Y | +196.6% | -3.7% | +200.3% | +180.0% |
| All | +326.0% | +22.8% | +303.2% | +255.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling