+214.2%
CAT vs EL
-65.5%
+279.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +9.3% | +2.7% | +6.7% | +8.8% |
| 30D | -21.5% | +10.8% | -32.3% | -23.3% |
| 3M | -29.1% | +26.5% | -55.6% | -33.1% |
| 6M | -33.4% | +31.1% | -64.5% | -38.0% |
| YTD | +6.6% | +6.6% | -0.1% | +2.9% |
| 1Y | +6.5% | +21.8% | -15.3% | -0.5% |
| 3Y | +162.7% | +1.8% | +160.9% | +141.5% |
| 5Y | +214.2% | -65.6% | +279.8% | +278.2% |
| All | +214.2% | -65.5% | +279.8% | +278.2% |
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