+17,564.5%
CAT vs ES
+1,275.7%
+16,288.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.4% | -7.0% |
| 7D | -14.5% | +5.9% | -20.4% | -16.1% |
| 30D | -35.7% | +10.2% | -45.9% | -37.8% |
| 3M | -36.3% | +0.4% | -36.7% | -36.6% |
| 6M | -38.5% | +6.9% | -45.4% | -40.2% |
| YTD | -2.5% | +10.5% | -13.0% | -6.3% |
| 1Y | -1.9% | +3.2% | -5.1% | -4.1% |
| 3Y | +139.2% | +49.0% | +90.2% | +103.5% |
| 5Y | +192.1% | +4.5% | +187.7% | +176.0% |
| 10Y | +732.3% | +92.3% | +640.0% | +520.0% |
| All | +17,564.5% | +1,275.7% | +16,288.8% | +7,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling