+451.6%
CAT vs EOSE
-61.3%
+512.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.1% | +1.0% |
| 7D | +1.7% | +19.0% | -17.3% | +0.5% |
| 30D | -6.6% | +1.6% | -8.1% | -6.9% |
| 3M | -13.3% | -52.0% | +38.7% | -10.0% |
| 6M | +11.6% | -42.5% | +54.1% | +13.7% |
| YTD | +42.9% | -66.1% | +109.1% | +48.5% |
| 1Y | +95.4% | -47.1% | +142.6% | +96.6% |
| 3Y | +196.6% | +0.8% | +195.8% | +171.5% |
| 5Y | +321.7% | -71.7% | +393.3% | +262.7% |
| All | +451.6% | -61.3% | +512.9% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling