+8.9%
CAT vs ESI
+27.8%
-18.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -2.7% |
| 7D | -17.1% | -6.6% | -10.5% | -13.9% |
| 30D | -30.1% | -10.9% | -19.2% | -25.7% |
| 3M | -32.4% | -13.8% | -18.6% | -27.0% |
| 6M | -32.1% | -21.5% | -10.6% | -23.1% |
| YTD | +4.1% | +34.7% | -30.6% | -8.5% |
| 1Y | +8.9% | +24.9% | -16.0% | -1.3% |
| All | +8.9% | +27.8% | -18.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling