+25,808.1%
CAT vs ES
+1,243.3%
+24,564.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -6.6% | -2.0% | -4.6% | -6.0% |
| 3M | -13.3% | +1.7% | -15.0% | -14.1% |
| 6M | +11.6% | -3.5% | +15.2% | +12.5% |
| YTD | +42.9% | +7.9% | +35.0% | +38.9% |
| 1Y | +95.4% | +17.2% | +78.3% | +83.5% |
| 3Y | +196.6% | +29.3% | +167.3% | +164.6% |
| 5Y | +321.7% | -5.7% | +327.4% | +312.7% |
| 10Y | +1,140.8% | +85.2% | +1,055.6% | +838.1% |
| All | +25,808.1% | +1,243.3% | +24,564.8% | +10,536.5% |
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