+158.9%
CAT vs ELF
+24.7%
+134.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +1.7% | +4.3% | -2.5% | +1.3% |
| 30D | -24.6% | +7.7% | -32.3% | -25.1% |
| 3M | -28.5% | +24.7% | -53.2% | -30.2% |
| 6M | -34.8% | +114.6% | -149.5% | -40.2% |
| YTD | +5.9% | +55.8% | -49.9% | -0.3% |
| 1Y | +6.8% | +51.9% | -45.1% | +0.8% |
| All | +158.9% | +24.7% | +134.2% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling