+183.3%
CAT vs ES
+1.4%
+181.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.4% |
| 7D | -10.3% | +1.9% | -12.2% | -10.7% |
| 30D | -31.2% | +7.1% | -38.2% | -32.3% |
| 3M | -34.7% | -1.9% | -32.7% | -34.5% |
| 6M | -39.5% | +4.4% | -43.8% | -40.4% |
| YTD | -1.7% | +7.3% | -9.0% | -3.8% |
| 1Y | -1.1% | +2.1% | -3.3% | -2.6% |
| 3Y | +143.9% | +41.8% | +102.0% | +115.5% |
| All | +183.3% | +1.4% | +181.8% | +173.0% |
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