+183.3%
CAT vs EL
-66.1%
+249.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | -10.3% | +0.8% | -11.1% | -10.5% |
| 30D | -31.2% | +16.5% | -47.7% | -33.5% |
| 3M | -34.7% | +29.2% | -63.8% | -38.7% |
| 6M | -39.5% | +27.9% | -67.4% | -43.4% |
| YTD | -1.7% | +6.2% | -7.9% | -5.0% |
| 1Y | -1.1% | +27.2% | -28.3% | -8.7% |
| 3Y | +143.9% | +3.2% | +140.6% | +123.2% |
| All | +183.3% | -66.1% | +249.4% | +242.8% |
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 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