+326.0%
CAT vs EL
-67.1%
+393.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +1.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | -6.6% | +19.8% | -26.4% | -10.6% |
| 3M | -13.3% | +25.7% | -39.0% | -18.1% |
| 6M | +11.6% | +5.4% | +6.2% | +9.0% |
| YTD | +42.9% | +0.2% | +42.7% | +40.2% |
| 1Y | +95.4% | +20.4% | +75.0% | +82.5% |
| 3Y | +196.6% | -32.1% | +228.7% | +203.0% |
| All | +326.0% | -67.1% | +393.1% | +431.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling