+207.3%
CAT vs ESTC
-52.1%
+259.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.1% |
| 7D | -6.3% | -3.6% | -2.8% | -6.0% |
| 30D | -26.8% | -11.2% | -15.6% | -26.1% |
| 3M | -30.0% | +14.3% | -44.4% | -31.0% |
| 6M | -34.6% | +67.0% | -101.6% | -38.0% |
| YTD | +2.9% | +15.7% | -12.7% | +0.9% |
| 1Y | +3.3% | -6.3% | +9.5% | +3.5% |
| 3Y | +153.7% | +14.5% | +139.2% | +142.8% |
| 5Y | +207.3% | -49.9% | +257.2% | +177.7% |
| All | +207.3% | -52.1% | +259.4% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling