+4,779.1%
CAT vs ELV
+2,522.7%
+2,256.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.8% |
| 7D | -2.4% | +1.1% | -3.5% | -2.9% |
| 30D | -25.0% | +1.3% | -26.4% | -25.6% |
| 3M | -28.7% | +6.6% | -35.3% | -30.7% |
| 6M | -33.0% | +11.6% | -44.5% | -36.4% |
| YTD | +5.4% | +21.1% | -15.6% | -3.5% |
| 1Y | +7.3% | +34.2% | -27.0% | -5.3% |
| 3Y | +166.0% | -2.9% | +169.0% | +152.9% |
| 5Y | +210.1% | +4.6% | +205.5% | +181.1% |
| 10Y | +712.5% | +272.8% | +439.7% | +346.5% |
| All | +4,779.1% | +2,522.7% | +2,256.3% | +1,462.4% |
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