+362.9%
CAT vs ESTC
+25.9%
+337.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +7.4% | +2.4% | +5.0% | +7.2% |
| 30D | -19.7% | -4.2% | -15.4% | -19.3% |
| 3M | -29.6% | +2.5% | -32.1% | -30.1% |
| 6M | -33.2% | +81.5% | -114.7% | -38.5% |
| YTD | +5.7% | +16.8% | -11.2% | +2.1% |
| 1Y | +9.3% | -3.5% | +12.8% | +8.2% |
| 3Y | +158.3% | +17.7% | +140.6% | +140.1% |
| 5Y | +211.6% | -51.7% | +263.3% | +215.9% |
| All | +362.9% | +25.9% | +337.0% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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