+183.3%
CAT vs ETR
+152.2%
+31.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -32.9% |
| 3M | -34.7% | +4.4% | -39.1% | -35.7% |
| 6M | -39.5% | -1.5% | -37.9% | -39.3% |
| YTD | -1.7% | +21.8% | -23.4% | -7.6% |
| 1Y | -1.1% | +18.4% | -19.5% | -6.3% |
| 3Y | +143.9% | +148.5% | -4.7% | +81.0% |
| All | +183.3% | +152.2% | +31.1% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling