+1,126.0%
CAT vs ETR
+295.2%
+830.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.6% |
| 7D | +5.6% | +1.4% | +4.1% | +5.0% |
| 30D | -2.3% | +1.9% | -4.2% | -3.0% |
| 3M | -10.0% | +1.0% | -11.0% | -10.3% |
| 6M | +21.2% | +4.8% | +16.4% | +19.2% |
| YTD | +44.4% | +19.5% | +24.9% | +35.9% |
| 1Y | +96.3% | +28.1% | +68.2% | +80.4% |
| 3Y | +203.9% | +151.1% | +52.8% | +117.9% |
| 5Y | +333.5% | +125.2% | +208.3% | +219.8% |
| 10Y | +1,126.0% | +291.1% | +834.9% | +784.0% |
| All | +1,126.0% | +295.2% | +830.8% | +784.0% |
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