+327.0%
CAT vs ESTC
+20.3%
+306.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.3% | -5.7% |
| 7D | -14.5% | -18.5% | +4.0% | -12.5% |
| 30D | -35.7% | -11.0% | -24.7% | -34.9% |
| 3M | -36.3% | +20.8% | -57.1% | -38.0% |
| 6M | -38.5% | +67.9% | -106.4% | -42.9% |
| YTD | -2.5% | +11.6% | -14.1% | -5.4% |
| 1Y | -1.9% | -3.3% | +1.4% | -3.1% |
| 3Y | +139.2% | +16.4% | +122.8% | +122.3% |
| 5Y | +192.1% | -49.9% | +242.0% | +193.0% |
| All | +327.0% | +20.3% | +306.7% | +200.4% |
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