+445.5%
CAT vs EOSE
-60.2%
+505.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | +0.6% | +14.0% | -13.4% | -0.3% |
| 30D | -4.5% | -5.9% | +1.3% | -4.4% |
| 3M | -5.8% | -34.3% | +28.5% | -4.0% |
| 6M | +12.7% | -37.8% | +50.5% | +14.2% |
| YTD | +41.4% | -65.2% | +106.6% | +46.5% |
| 1Y | +92.1% | -41.9% | +134.0% | +92.1% |
| 3Y | +197.5% | +44.6% | +152.9% | +167.1% |
| 5Y | +327.9% | -69.2% | +397.1% | +267.0% |
| All | +445.5% | -60.2% | +505.8% | +378.5% |
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