+158.3%
CAT vs EL
+3.0%
+155.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | +7.4% | +1.5% | +5.9% | +7.2% |
| 30D | -19.7% | +10.0% | -29.7% | -21.2% |
| 3M | -29.6% | +28.4% | -58.0% | -33.3% |
| 6M | -33.2% | +37.1% | -70.3% | -37.9% |
| YTD | +5.7% | +7.8% | -2.2% | +2.4% |
| 1Y | +9.3% | +26.0% | -16.7% | +2.1% |
| 3Y | +158.3% | +3.8% | +154.5% | +135.5% |
| All | +158.3% | +3.0% | +155.4% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling