+8,856.5%
CAT vs EL
+1,850.3%
+7,006.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.3% | +7.6% | -13.9% | -8.7% |
| 30D | -26.8% | +15.7% | -42.5% | -30.5% |
| 3M | -30.0% | +30.5% | -60.6% | -36.9% |
| 6M | -34.6% | +32.5% | -67.1% | -42.0% |
| YTD | +2.9% | +9.4% | -6.5% | -4.2% |
| 1Y | +3.3% | +28.4% | -25.1% | -9.2% |
| 3Y | +153.7% | +4.4% | +149.2% | +123.3% |
| 5Y | +207.3% | -64.5% | +271.8% | +284.3% |
| 10Y | +674.0% | +64.9% | +609.1% | +433.7% |
| All | +8,856.5% | +1,850.3% | +7,006.2% | +2,869.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling