+1,157.1%
CAT vs ELV
+257.3%
+899.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.5% |
| 7D | +2.9% | -2.2% | +5.1% | +3.6% |
| 30D | -2.6% | -0.2% | -2.4% | -2.7% |
| 3M | -10.7% | -6.1% | -4.6% | -9.6% |
| 6M | +16.1% | +42.8% | -26.7% | +3.1% |
| YTD | +43.2% | +14.4% | +28.9% | +35.0% |
| 1Y | +96.8% | +28.6% | +68.2% | +78.2% |
| 3Y | +201.4% | -7.4% | +208.8% | +193.4% |
| 5Y | +332.7% | +14.5% | +318.2% | +276.9% |
| 10Y | +1,157.1% | +257.4% | +899.7% | +611.0% |
| All | +1,157.1% | +257.3% | +899.8% | +611.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling