+214.2%
CAT vs ESI
+40.6%
+173.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.7% |
| 7D | +9.3% | +8.3% | +1.0% | +5.1% |
| 30D | -21.5% | -10.4% | -11.1% | -17.0% |
| 3M | -29.1% | -13.2% | -15.9% | -24.2% |
| 6M | -33.4% | -23.9% | -9.5% | -24.1% |
| YTD | +6.6% | +34.2% | -27.6% | -8.5% |
| 1Y | +6.5% | +22.2% | -15.7% | -4.5% |
| 3Y | +162.7% | +79.2% | +83.4% | +90.6% |
| 5Y | +214.2% | +38.1% | +176.1% | +152.6% |
| All | +214.2% | +40.6% | +173.6% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling