+1,878.6%
CAT vs ET
+1,435.0%
+443.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | -6.6% | +7.5% | -14.0% | -8.7% |
| 3M | -13.3% | +11.4% | -24.7% | -16.4% |
| 6M | +11.6% | +18.5% | -6.9% | +5.3% |
| YTD | +42.9% | +37.4% | +5.6% | +28.7% |
| 1Y | +95.4% | +30.9% | +64.5% | +78.4% |
| 3Y | +196.6% | +98.7% | +97.9% | +136.8% |
| 5Y | +321.7% | +230.7% | +90.9% | +187.0% |
| 10Y | +1,140.8% | +175.6% | +965.2% | +728.5% |
| All | +1,878.6% | +1,435.0% | +443.6% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling