+1,110.7%
CAT vs ESI
+314.4%
+796.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.4% |
| 7D | +1.7% | +3.3% | -1.6% | +0.2% |
| 30D | -6.6% | -5.9% | -0.7% | -3.9% |
| 3M | -13.3% | -14.1% | +0.8% | -7.0% |
| 6M | +11.6% | +6.6% | +5.0% | +7.6% |
| YTD | +42.9% | +45.0% | -2.1% | +19.5% |
| 1Y | +95.4% | +41.5% | +54.0% | +64.4% |
| 3Y | +196.6% | +78.8% | +117.8% | +119.6% |
| 5Y | +321.7% | +70.9% | +250.8% | +208.7% |
| All | +1,110.7% | +314.4% | +796.3% | +497.2% |
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