+695.3%
CAT vs ETR
+379.5%
+315.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +1.5% | +7.8% | +8.8% |
| 30D | -21.5% | +6.6% | -28.1% | -23.3% |
| 3M | -29.1% | +4.4% | -33.5% | -30.3% |
| 6M | -33.4% | -0.3% | -33.1% | -33.4% |
| YTD | +6.6% | +23.3% | -16.8% | -1.1% |
| 1Y | +6.5% | +18.9% | -12.3% | +0.1% |
| 3Y | +162.7% | +155.5% | +7.2% | +85.8% |
| 5Y | +214.2% | +159.9% | +54.3% | +118.5% |
| All | +695.3% | +379.5% | +315.8% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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