+3.3%
CAT vs EEM
+11.7%
-8.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.6% |
| 7D | -6.3% | -0.9% | -5.4% | -5.4% |
| 30D | -26.8% | -9.3% | -17.5% | -19.2% |
| 3M | -30.0% | -7.1% | -23.0% | -24.5% |
| 6M | -34.6% | -10.4% | -24.2% | -27.2% |
| YTD | +2.9% | +11.3% | -8.4% | -15.2% |
| 1Y | +3.3% | +11.3% | -8.0% | -15.1% |
| All | +3.3% | +11.7% | -8.4% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling