+333.5%
CAT vs ELV
+14.2%
+319.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +5.6% | -0.3% | +5.8% | +5.6% |
| 30D | -2.3% | +2.0% | -4.3% | -2.7% |
| 3M | -10.0% | -3.5% | -6.5% | -9.7% |
| 6M | +21.2% | +40.2% | -18.9% | +13.8% |
| YTD | +44.4% | +15.8% | +28.6% | +39.5% |
| 1Y | +96.3% | +33.2% | +63.1% | +84.9% |
| 3Y | +203.9% | -6.2% | +210.1% | +199.1% |
| 5Y | +333.5% | +16.4% | +317.1% | +280.9% |
| All | +333.5% | +14.2% | +319.3% | +280.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling