+11.6%
CAT vs ELV
+44.8%
-33.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.7% |
| 7D | +1.7% | +3.3% | -1.6% | +1.8% |
| 30D | -6.6% | +4.2% | -10.7% | -6.5% |
| 3M | -13.3% | -0.1% | -13.2% | -11.5% |
| 6M | +11.6% | +41.3% | -29.6% | -0.3% |
| All | +11.6% | +44.8% | -33.2% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling