+143.9%
CAT vs ELF
+18.9%
+124.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.3% |
| 7D | -10.3% | +4.0% | -14.3% | -10.7% |
| 30D | -31.2% | +10.6% | -41.8% | -31.9% |
| 3M | -34.7% | +25.8% | -60.5% | -36.3% |
| 6M | -39.5% | +89.1% | -128.5% | -43.8% |
| YTD | -1.7% | +52.7% | -54.4% | -7.2% |
| 1Y | -1.1% | +51.7% | -52.9% | -6.7% |
| 3Y | +143.9% | +14.2% | +129.6% | +109.0% |
| All | +143.9% | +18.9% | +124.9% | +109.0% |
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