+210.1%
CAT vs ELV
+5.8%
+204.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.4% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -25.0% | +1.3% | -26.4% | -25.3% |
| 3M | -28.7% | +6.6% | -35.3% | -29.5% |
| 6M | -33.0% | +11.6% | -44.5% | -34.5% |
| YTD | +5.4% | +21.1% | -15.6% | +1.1% |
| 1Y | +7.3% | +34.2% | -27.0% | +1.1% |
| 3Y | +166.0% | -2.9% | +169.0% | +160.6% |
| 5Y | +210.1% | +4.6% | +205.5% | +191.3% |
| All | +210.1% | +5.8% | +204.3% | +191.3% |
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