+1,113.9%
CAT vs ELF
+357.0%
+756.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +1.7% | +5.4% | -3.6% | +1.0% |
| 30D | -6.6% | +27.0% | -33.5% | -9.6% |
| 3M | -13.3% | +113.2% | -126.5% | -22.1% |
| 6M | +11.6% | +36.6% | -25.0% | +5.9% |
| YTD | +42.9% | +44.2% | -1.3% | +33.9% |
| 1Y | +95.4% | -18.0% | +113.4% | +94.6% |
| 3Y | +196.6% | -19.9% | +216.5% | +177.7% |
| 5Y | +321.7% | +257.7% | +64.0% | +204.9% |
| All | +1,113.9% | +357.0% | +756.9% | +672.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling