+688.6%
CAT vs EL
+62.2%
+626.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.2% |
| 7D | +7.4% | +1.5% | +5.9% | +7.0% |
| 30D | -19.7% | +10.0% | -29.7% | -22.1% |
| 3M | -29.6% | +28.4% | -58.0% | -35.5% |
| 6M | -33.2% | +37.1% | -70.3% | -40.5% |
| YTD | +5.7% | +7.8% | -2.2% | -0.2% |
| 1Y | +9.3% | +26.0% | -16.7% | -2.1% |
| 3Y | +158.3% | +3.8% | +154.5% | +129.7% |
| 5Y | +211.6% | -65.2% | +276.8% | +319.2% |
| All | +688.6% | +62.2% | +626.4% | +443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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