+4,662.5%
CAT vs ELV
+2,594.2%
+2,068.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.3% |
| 7D | -6.3% | +3.8% | -10.2% | -7.6% |
| 30D | -26.8% | +4.1% | -30.9% | -28.0% |
| 3M | -30.0% | +8.5% | -38.5% | -32.4% |
| 6M | -34.6% | +14.6% | -49.2% | -38.4% |
| YTD | +2.9% | +24.4% | -21.5% | -6.6% |
| 1Y | +3.3% | +44.2% | -41.0% | -10.9% |
| 3Y | +153.7% | -1.4% | +155.1% | +140.0% |
| 5Y | +207.3% | +8.8% | +198.5% | +174.9% |
| 10Y | +674.0% | +268.4% | +405.6% | +327.3% |
| All | +4,662.5% | +2,594.2% | +2,068.3% | +1,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling