+1,144.3%
CAT vs EQT
+50.4%
+1,094.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | -4.3% | 0.0% | -4.3% | -4.4% |
| 3M | -8.6% | +5.9% | -14.6% | -9.7% |
| 6M | +16.1% | -14.8% | +30.9% | +18.9% |
| YTD | +43.8% | +1.8% | +42.0% | +42.4% |
| 1Y | +91.5% | +7.4% | +84.1% | +87.1% |
| 3Y | +202.7% | +33.6% | +169.1% | +180.0% |
| 5Y | +335.1% | +199.3% | +135.8% | +245.0% |
| All | +1,144.3% | +50.4% | +1,094.0% | +973.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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