+9.3%
CAT vs ET
+25.8%
-16.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +7.4% | +2.5% | +4.9% | +7.2% |
| 30D | -19.7% | -2.5% | -17.2% | -19.7% |
| 3M | -29.6% | -4.9% | -24.8% | -29.6% |
| 6M | -33.2% | -0.1% | -33.1% | -32.6% |
| YTD | +5.7% | +26.2% | -20.6% | +10.3% |
| 1Y | +9.3% | +25.2% | -15.8% | +13.6% |
| All | +9.3% | +25.8% | -16.4% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling