+12,341.3%
CAT vs EL
+1,685.7%
+10,655.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +0.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | -6.6% | +19.8% | -26.4% | -12.8% |
| 3M | -13.3% | +25.7% | -39.0% | -20.8% |
| 6M | +11.6% | +5.4% | +6.2% | +6.9% |
| YTD | +42.9% | +0.2% | +42.7% | +37.9% |
| 1Y | +95.4% | +20.4% | +75.0% | +75.5% |
| 3Y | +196.6% | -32.1% | +228.7% | +202.7% |
| 5Y | +321.7% | -67.2% | +388.8% | +443.5% |
| 10Y | +1,140.8% | +31.7% | +1,109.0% | +829.8% |
| All | +12,341.3% | +1,685.7% | +10,655.5% | +4,174.3% |
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