+143.9%
CAT vs ESI
+67.9%
+75.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.1% |
| 7D | -10.3% | -8.5% | -1.8% | -6.0% |
| 30D | -31.2% | -15.7% | -15.5% | -25.0% |
| 3M | -34.7% | -18.2% | -16.4% | -27.8% |
| 6M | -39.5% | -28.8% | -10.6% | -28.5% |
| YTD | -1.7% | +26.3% | -27.9% | -12.7% |
| 1Y | -1.1% | +18.2% | -19.4% | -9.5% |
| 3Y | +143.9% | +68.1% | +75.7% | +83.6% |
| All | +143.9% | +67.9% | +75.9% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling