+143.9%
CAT vs ETR
+146.5%
-2.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -31.2% | +7.5% | -38.7% | -32.7% |
| 3M | -34.7% | +4.4% | -39.1% | -35.6% |
| 6M | -39.5% | -1.5% | -37.9% | -39.3% |
| YTD | -1.7% | +21.8% | -23.4% | -6.0% |
| 1Y | -1.1% | +18.4% | -19.5% | -5.0% |
| 3Y | +143.9% | +148.5% | -4.7% | +110.5% |
| All | +143.9% | +146.5% | -2.7% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling