+26,079.9%
CAT vs EQT
+3,004.6%
+23,075.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.6% | -0.8% | +6.4% | +5.8% |
| 30D | -2.3% | +6.6% | -9.0% | -4.2% |
| 3M | -10.0% | +4.4% | -14.4% | -11.5% |
| 6M | +21.2% | -10.5% | +31.8% | +24.1% |
| YTD | +44.4% | +3.7% | +40.7% | +41.3% |
| 1Y | +96.3% | +9.9% | +86.4% | +87.7% |
| 3Y | +203.9% | +35.4% | +168.6% | +165.6% |
| 5Y | +333.5% | +189.2% | +144.3% | +184.4% |
| 10Y | +1,126.0% | +50.7% | +1,075.4% | +733.8% |
| All | +26,079.9% | +3,004.6% | +23,075.3% | +6,802.4% |
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