+5.8%
CAT vs ESI
+19.1%
-13.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.1% | +2.1% | +4.3% |
| 7D | -2.4% | -3.5% | +1.1% | -0.4% |
| 30D | -25.0% | -9.3% | -15.8% | -21.0% |
| 3M | -28.7% | -12.8% | -15.9% | -23.4% |
| 6M | -33.0% | -24.6% | -8.4% | -22.5% |
| YTD | +5.4% | +32.7% | -27.3% | -7.8% |
| All | +5.8% | +19.1% | -13.3% | -3.5% |
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