+712.5%
CAT vs ETR
+356.9%
+355.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +6.8% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -25.0% | +8.7% | -33.8% | -27.3% |
| 3M | -28.7% | +4.9% | -33.6% | -30.0% |
| 6M | -33.0% | +0.8% | -33.8% | -33.3% |
| YTD | +5.4% | +23.1% | -17.7% | -2.1% |
| 1Y | +7.3% | +17.9% | -10.6% | +1.1% |
| 3Y | +166.0% | +154.5% | +11.5% | +88.6% |
| 5Y | +210.1% | +160.3% | +49.8% | +115.7% |
| 10Y | +712.5% | +366.9% | +345.6% | +456.6% |
| All | +712.5% | +356.9% | +355.6% | +456.6% |
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