+183.3%
CAT vs ESTC
-48.9%
+232.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.7% |
| 7D | -10.3% | -11.5% | +1.2% | -9.4% |
| 30D | -31.2% | -7.5% | -23.7% | -30.8% |
| 3M | -34.7% | +23.1% | -57.7% | -36.0% |
| 6M | -39.5% | +75.3% | -114.8% | -42.9% |
| YTD | -1.7% | +14.1% | -15.8% | -3.5% |
| 1Y | -1.1% | -0.6% | -0.5% | -1.6% |
| 3Y | +143.9% | +20.8% | +123.0% | +132.2% |
| All | +183.3% | -48.9% | +232.2% | +153.6% |
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