+214.2%
CAT vs ELF
+264.1%
-49.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.1% |
| 7D | +9.3% | +3.4% | +6.0% | +8.9% |
| 30D | -21.5% | +5.0% | -26.5% | -21.9% |
| 3M | -29.1% | +22.6% | -51.7% | -30.9% |
| 6M | -33.4% | +104.0% | -137.3% | -39.2% |
| YTD | +6.6% | +49.3% | -42.7% | +0.1% |
| 1Y | +6.5% | +46.0% | -39.5% | +0.2% |
| 3Y | +162.7% | +19.4% | +143.3% | +129.0% |
| 5Y | +214.2% | +262.0% | -47.8% | +113.8% |
| All | +214.2% | +264.1% | -49.9% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling