+19,050.1%
CAT vs EQT
+2,883.8%
+16,166.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +7.4% | +6.9% | +0.5% | +5.4% |
| 30D | -19.7% | +0.4% | -20.1% | -19.8% |
| 3M | -29.6% | -2.0% | -27.6% | -29.3% |
| 6M | -33.2% | -5.0% | -28.2% | -32.7% |
| YTD | +5.7% | -0.3% | +6.0% | +4.3% |
| 1Y | +9.3% | -11.3% | +20.6% | +11.4% |
| 3Y | +158.3% | +38.3% | +120.0% | +124.5% |
| 5Y | +211.6% | +166.4% | +45.2% | +110.9% |
| 10Y | +698.5% | +62.2% | +636.3% | +425.2% |
| All | +19,050.1% | +2,883.8% | +16,166.2% | +4,998.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling