+332.7%
CAT vs EOSE
-69.1%
+401.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 6M | +16.1% | -32.7% | +48.9% | +17.2% |
| YTD | +43.2% | -63.8% | +107.0% | +48.6% |
| 1Y | +96.8% | -40.5% | +137.4% | +96.4% |
| 3Y | +201.4% | +50.4% | +151.0% | +166.1% |
| 5Y | +332.7% | -68.6% | +401.2% | +288.8% |
| All | +332.7% | -69.1% | +401.7% | +288.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling