+158.9%
CAT vs ESTC
+13.7%
+145.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -2.6% | +4.4% | +2.0% |
| 30D | -24.6% | -8.6% | -16.0% | -24.1% |
| 3M | -28.5% | +14.4% | -42.9% | -29.3% |
| 6M | -34.8% | +73.3% | -108.1% | -38.1% |
| YTD | +5.9% | +15.7% | -9.8% | +5.2% |
| 1Y | +6.8% | -7.6% | +14.4% | +9.3% |
| All | +158.9% | +13.7% | +145.2% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling