+326.0%
CAT vs ESTC
-46.4%
+372.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.1% |
| 7D | +1.7% | -8.1% | +9.8% | +2.3% |
| 30D | -6.6% | +31.7% | -38.2% | -9.0% |
| 3M | -13.3% | +41.1% | -54.3% | -16.2% |
| 6M | +11.6% | +77.1% | -65.5% | +4.9% |
| YTD | +42.9% | +21.7% | +21.3% | +39.5% |
| 1Y | +95.4% | +8.4% | +87.1% | +92.6% |
| 3Y | +196.6% | +23.6% | +173.0% | +181.6% |
| All | +326.0% | -46.4% | +372.4% | +296.1% |
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 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