+6,515.4%
CAT vs ELV
+2,444.2%
+4,071.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | +1.7% | +3.3% | -1.6% | +0.6% |
| 30D | -6.6% | +4.2% | -10.7% | -7.9% |
| 3M | -13.3% | -0.1% | -13.2% | -14.0% |
| 6M | +11.6% | +41.3% | -29.6% | -1.6% |
| YTD | +42.9% | +17.4% | +25.5% | +32.9% |
| 1Y | +95.4% | +35.1% | +60.4% | +72.8% |
| 3Y | +196.6% | -3.2% | +199.8% | +183.3% |
| 5Y | +321.7% | +15.6% | +306.0% | +269.6% |
| 10Y | +1,140.8% | +276.8% | +864.0% | +581.7% |
| All | +6,515.4% | +2,444.2% | +4,071.2% | +2,051.5% |
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