+17,723.7%
CAT vs ETR
+4,550.2%
+13,173.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -10.3% | +0.4% | -10.7% | -10.5% |
| 30D | -31.2% | +7.5% | -38.7% | -33.0% |
| 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% | -8.3% |
| 1Y | -1.1% | +18.4% | -19.5% | -6.9% |
| 3Y | +143.9% | +148.5% | -4.7% | +75.0% |
| 5Y | +194.8% | +152.6% | +42.2% | +108.0% |
| 10Y | +739.8% | +354.5% | +385.3% | +369.8% |
| All | +17,723.7% | +4,550.2% | +13,173.5% | +5,349.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling