+712.5%
CAT vs ESI
+323.5%
+389.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.1% | +2.1% | +4.8% |
| 7D | -2.4% | -3.5% | +1.1% | -0.6% |
| 30D | -25.0% | -9.3% | -15.8% | -21.5% |
| 3M | -28.7% | -12.8% | -15.9% | -24.1% |
| 6M | -33.0% | -24.6% | -8.4% | -23.7% |
| YTD | +5.4% | +32.7% | -27.3% | -8.6% |
| 1Y | +7.3% | +20.3% | -13.0% | -2.9% |
| 3Y | +166.0% | +80.2% | +85.8% | +95.2% |
| 5Y | +210.1% | +40.0% | +170.1% | +148.1% |
| 10Y | +712.5% | +310.8% | +401.7% | +307.9% |
| All | +712.5% | +323.5% | +389.1% | +307.9% |
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