+1,110.7%
CAT vs EL
+32.5%
+1,078.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +0.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | -6.6% | +19.8% | -26.4% | -12.1% |
| 3M | -13.3% | +25.7% | -39.0% | -20.0% |
| 6M | +11.6% | +5.4% | +6.2% | +7.7% |
| YTD | +42.9% | +0.2% | +42.7% | +38.7% |
| 1Y | +95.4% | +20.4% | +75.0% | +77.2% |
| 3Y | +196.6% | -32.1% | +228.7% | +208.1% |
| 5Y | +321.7% | -67.2% | +388.8% | +475.9% |
| All | +1,110.7% | +32.5% | +1,078.2% | +813.7% |
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