+213.9%
CAT vs ES
+6.6%
+207.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | +7.4% | +2.7% | +4.7% | +6.9% |
| 30D | -19.7% | +7.6% | -27.3% | -21.0% |
| 3M | -29.6% | +0.5% | -30.1% | -29.8% |
| 6M | -33.2% | +7.6% | -40.8% | -34.6% |
| YTD | +5.7% | +10.2% | -4.6% | +2.8% |
| 1Y | +9.3% | +1.8% | +7.5% | +7.9% |
| 3Y | +158.3% | +55.4% | +102.9% | +122.1% |
| All | +213.9% | +6.6% | +207.4% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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