+166.0%
CAT vs EEM
+70.6%
+95.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +4.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.2% |
| 30D | -25.0% | -8.6% | -16.4% | -18.0% |
| 3M | -28.7% | -7.0% | -21.7% | -23.3% |
| 6M | -33.0% | -9.7% | -23.3% | -26.1% |
| YTD | +5.4% | +12.1% | -6.7% | -5.8% |
| 1Y | +7.3% | +14.1% | -6.8% | -5.6% |
| 3Y | +166.0% | +72.1% | +93.9% | +62.1% |
| All | +166.0% | +70.6% | +95.4% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling