+5.8%
CAT vs ETR
+17.9%
-12.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +6.6% |
| 7D | -2.4% | +1.7% | -4.1% | -3.2% |
| 30D | -25.0% | +8.7% | -33.8% | -28.5% |
| 3M | -28.7% | +4.9% | -33.6% | -30.6% |
| 6M | -33.0% | +0.8% | -33.8% | -33.2% |
| YTD | +5.4% | +23.1% | -17.7% | -7.7% |
| All | +5.8% | +17.9% | -12.1% | -4.9% |
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