+688.6%
CAT vs ELV
+268.6%
+420.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | +1.0% | +6.5% | +7.1% |
| 30D | -19.7% | +0.4% | -20.0% | -20.0% |
| 3M | -29.6% | +8.4% | -38.0% | -31.6% |
| 6M | -33.2% | +8.4% | -41.6% | -35.6% |
| YTD | +5.7% | +24.4% | -18.7% | -3.3% |
| 1Y | +9.3% | +33.5% | -24.1% | -2.1% |
| 3Y | +158.3% | -2.1% | +160.4% | +147.1% |
| 5Y | +211.6% | +5.8% | +205.8% | +182.2% |
| All | +688.6% | +268.6% | +420.1% | +330.2% |
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