+327.9%
CAT vs EQT
+192.3%
+135.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | -4.5% | +1.1% | -5.6% | -4.8% |
| 3M | -5.8% | +4.8% | -10.6% | -6.9% |
| 6M | +12.7% | -10.6% | +23.3% | +14.8% |
| YTD | +41.4% | +3.4% | +37.9% | +39.2% |
| 1Y | +92.1% | +8.7% | +83.4% | +86.2% |
| 3Y | +197.5% | +35.0% | +162.5% | +168.3% |
| 5Y | +327.9% | +204.2% | +123.7% | +227.6% |
| All | +327.9% | +192.3% | +135.6% | +227.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling