+332.7%
CAT vs ET
+242.4%
+90.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -2.6% | +5.3% | -7.9% | -5.2% |
| 3M | -10.7% | +15.6% | -26.3% | -17.3% |
| 6M | +16.1% | +20.6% | -4.5% | +4.8% |
| YTD | +43.2% | +38.5% | +4.7% | +19.9% |
| 1Y | +96.8% | +35.7% | +61.1% | +66.1% |
| 3Y | +201.4% | +98.4% | +103.0% | +103.1% |
| 5Y | +332.7% | +245.3% | +87.4% | +126.0% |
| All | +332.7% | +242.4% | +90.3% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling