+201.6%
CAT vs EOSE
+49.8%
+151.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | -0.6% |
| 7D | +2.9% | +15.0% | -12.0% | +1.9% |
| 30D | -2.6% | +2.5% | -5.1% | -3.1% |
| 3M | -10.7% | -33.7% | +23.0% | -9.0% |
| 6M | +16.1% | -32.7% | +48.9% | +17.1% |
| YTD | +43.2% | -63.8% | +107.0% | +48.0% |
| 1Y | +96.8% | -40.5% | +137.4% | +97.5% |
| All | +201.6% | +49.8% | +151.8% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling