+201.6%
CAT vs EQT
+33.4%
+168.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | +2.9% | -2.0% | +4.9% | +3.3% |
| 30D | -2.6% | +1.0% | -3.6% | -2.8% |
| 3M | -10.7% | +4.0% | -14.7% | -11.4% |
| 6M | +16.1% | -11.7% | +27.8% | +18.3% |
| YTD | +43.2% | +2.8% | +40.4% | +41.5% |
| 1Y | +96.8% | +10.0% | +86.8% | +90.5% |
| All | +201.6% | +33.4% | +168.2% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling