+3,849.6%
CAT vs EEM
+767.8%
+3,081.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.2% |
| 7D | +1.7% | +0.7% | +1.1% | +1.4% |
| 30D | -24.6% | -6.2% | -18.3% | -20.8% |
| 3M | -28.5% | -5.2% | -23.3% | -25.4% |
| 6M | -34.8% | -8.1% | -26.7% | -30.4% |
| YTD | +5.9% | +14.0% | -8.1% | -2.9% |
| 1Y | +6.8% | +13.8% | -7.0% | -1.8% |
| 3Y | +161.1% | +73.7% | +87.3% | +78.4% |
| 5Y | +213.4% | +34.6% | +178.9% | +153.5% |
| 10Y | +700.3% | +123.6% | +576.8% | +353.1% |
| All | +3,849.6% | +767.8% | +3,081.9% | +872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling