+25,808.1%
CAT vs ETR
+4,412.2%
+21,395.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | -6.6% | +1.0% | -7.5% | -6.9% |
| 3M | -13.3% | -1.3% | -12.0% | -13.0% |
| 6M | +11.6% | +1.9% | +9.7% | +10.8% |
| YTD | +42.9% | +18.2% | +24.8% | +34.9% |
| 1Y | +95.4% | +24.7% | +70.8% | +81.0% |
| 3Y | +196.6% | +150.7% | +45.9% | +112.3% |
| 5Y | +321.7% | +127.0% | +194.6% | +208.8% |
| 10Y | +1,140.8% | +295.5% | +845.3% | +628.8% |
| All | +25,808.1% | +4,412.2% | +21,395.8% | +7,916.3% |
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