+674.0%
CAT vs EEM
+109.9%
+564.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.7% |
| 7D | -6.3% | -0.9% | -5.4% | -5.5% |
| 30D | -26.8% | -9.3% | -17.5% | -20.3% |
| 3M | -30.0% | -7.1% | -23.0% | -25.3% |
| 6M | -34.6% | -10.4% | -24.2% | -28.1% |
| YTD | +2.9% | +11.3% | -8.4% | -5.3% |
| 1Y | +3.3% | +11.3% | -8.0% | -4.9% |
| 3Y | +153.7% | +69.6% | +84.1% | +66.2% |
| 5Y | +207.3% | +33.6% | +173.7% | +140.7% |
| 10Y | +674.0% | +114.1% | +559.9% | +328.7% |
| All | +674.0% | +109.9% | +564.1% | +328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling