+96.3%
CAT vs ETR
+26.8%
+69.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.4% |
| 7D | +5.6% | +1.4% | +4.1% | +4.7% |
| 30D | -2.3% | +1.9% | -4.2% | -3.4% |
| 3M | -10.0% | +1.0% | -11.0% | -10.4% |
| 6M | +21.2% | +4.8% | +16.4% | +18.8% |
| YTD | +44.4% | +19.5% | +24.9% | +31.2% |
| 1Y | +96.3% | +28.1% | +68.2% | +83.2% |
| All | +96.3% | +26.8% | +69.4% | +83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling