+688.6%
CAT vs ET
+160.8%
+527.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +7.4% | +2.5% | +4.9% | +6.4% |
| 30D | -19.7% | -2.5% | -17.2% | -18.9% |
| 3M | -29.6% | -4.9% | -24.8% | -28.3% |
| 6M | -33.2% | -0.1% | -33.1% | -33.4% |
| YTD | +5.7% | +26.2% | -20.6% | -4.3% |
| 1Y | +9.3% | +25.2% | -15.8% | -0.8% |
| 3Y | +158.3% | +84.2% | +74.1% | +100.2% |
| 5Y | +211.6% | +216.1% | -4.5% | +96.8% |
| All | +688.6% | +160.8% | +527.8% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling