+213.9%
CAT vs EQT
+164.3%
+49.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +7.4% | +6.9% | +0.5% | +6.0% |
| 30D | -19.7% | +0.4% | -20.1% | -19.7% |
| 3M | -29.6% | -2.0% | -27.6% | -29.4% |
| 6M | -33.2% | -5.0% | -28.2% | -32.8% |
| YTD | +5.7% | -0.3% | +6.0% | +4.7% |
| 1Y | +9.3% | -11.3% | +20.6% | +11.0% |
| 3Y | +158.3% | +38.3% | +120.0% | +130.9% |
| All | +213.9% | +164.3% | +49.7% | +151.3% |
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