+759.7%
CAT vs ESI
+182.6%
+577.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | -10.3% | -8.5% | -1.8% | -7.2% |
| 30D | -31.2% | -15.7% | -15.5% | -26.7% |
| 3M | -34.7% | -18.2% | -16.4% | -29.7% |
| 6M | -39.5% | -28.8% | -10.6% | -31.5% |
| YTD | -1.7% | +26.3% | -27.9% | -9.9% |
| 1Y | -1.1% | +18.2% | -19.4% | -7.4% |
| 3Y | +143.9% | +68.1% | +75.7% | +99.6% |
| 5Y | +194.8% | +28.8% | +166.0% | +158.4% |
| 10Y | +739.8% | +329.8% | +409.9% | +401.3% |
| All | +759.7% | +182.6% | +577.1% | +480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling