+307.7%
CAT vs EOSE
-81.0%
+388.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -1.2% |
| 7D | +7.4% | +9.8% | -2.3% | +6.7% |
| 30D | -19.7% | -2.1% | -17.6% | -19.9% |
| 3M | -29.6% | -54.1% | +24.5% | -26.7% |
| 6M | -33.2% | -76.9% | +43.7% | -28.0% |
| YTD | +5.7% | -83.3% | +89.0% | +14.0% |
| 1Y | +9.3% | -87.4% | +96.8% | +19.5% |
| 3Y | +158.3% | +61.9% | +96.5% | +131.5% |
| 5Y | +211.6% | -82.1% | +293.7% | +177.2% |
| All | +307.7% | -81.0% | +388.7% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling