+5.8%
CAT vs EL
+30.3%
-24.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.8% | +4.4% | +6.9% |
| 7D | -2.4% | +8.0% | -10.4% | -3.0% |
| 30D | -25.0% | +15.4% | -40.4% | -26.0% |
| 3M | -28.7% | +28.5% | -57.2% | -30.5% |
| 6M | -33.0% | +32.2% | -65.2% | -35.1% |
| YTD | +5.4% | +9.2% | -3.8% | +2.3% |
| All | +5.8% | +30.3% | -24.5% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling