+333.5%
CAT vs EEM
+45.8%
+287.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | +5.6% | +3.1% | +2.5% | +2.9% |
| 30D | -2.3% | +4.9% | -7.2% | -6.1% |
| 3M | -10.0% | +5.2% | -15.2% | -13.4% |
| 6M | +21.2% | +20.7% | +0.5% | +3.9% |
| YTD | +44.4% | +26.5% | +18.0% | +19.5% |
| 1Y | +96.3% | +37.8% | +58.4% | +52.1% |
| 3Y | +203.9% | +91.0% | +112.9% | +85.5% |
| 5Y | +333.5% | +47.0% | +286.5% | +208.4% |
| All | +333.5% | +45.8% | +287.7% | +208.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling