+677.7%
CAT vs ESI
+307.7%
+370.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -6.3% | -6.6% | +0.3% | -3.1% |
| 30D | -26.8% | -9.8% | -17.0% | -23.1% |
| 3M | -30.0% | -11.9% | -18.1% | -25.9% |
| 6M | -34.6% | -25.1% | -9.5% | -25.3% |
| YTD | +2.9% | +31.9% | -29.0% | -10.5% |
| 1Y | +3.3% | +19.2% | -15.9% | -6.1% |
| 3Y | +153.7% | +76.2% | +77.5% | +88.0% |
| 5Y | +207.3% | +39.4% | +167.9% | +146.4% |
| All | +677.7% | +307.7% | +370.0% | +289.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling