+526.2%
CAT vs ESTC
+31.2%
+495.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.2% |
| 7D | +1.7% | -8.1% | +9.8% | +2.6% |
| 30D | -6.6% | +31.7% | -38.2% | -9.9% |
| 3M | -13.3% | +41.1% | -54.3% | -17.3% |
| 6M | +11.6% | +77.1% | -65.5% | +2.7% |
| YTD | +42.9% | +21.7% | +21.3% | +37.6% |
| 1Y | +95.4% | +8.4% | +87.1% | +90.2% |
| 3Y | +196.6% | +23.6% | +173.0% | +173.7% |
| 5Y | +321.7% | -46.5% | +368.1% | +319.9% |
| All | +526.2% | +31.2% | +495.1% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling