+166.0%
CAT vs ELV
-3.3%
+169.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.3% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | -25.0% | +1.3% | -26.4% | -25.1% |
| 3M | -28.7% | +6.6% | -35.3% | -29.2% |
| 6M | -33.0% | +11.6% | -44.5% | -33.8% |
| YTD | +5.4% | +21.1% | -15.6% | +2.6% |
| 1Y | +7.3% | +34.2% | -27.0% | +3.4% |
| 3Y | +166.0% | -2.9% | +169.0% | +173.4% |
| All | +166.0% | -3.3% | +169.4% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling