+3,831.7%
CAT vs EEM
+753.6%
+3,078.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +5.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.2% |
| 30D | -25.0% | -8.6% | -16.4% | -19.7% |
| 3M | -28.7% | -7.0% | -21.7% | -24.6% |
| 6M | -33.0% | -9.7% | -23.3% | -27.5% |
| YTD | +5.4% | +12.1% | -6.7% | -2.2% |
| 1Y | +7.3% | +14.1% | -6.8% | -1.6% |
| 3Y | +166.0% | +72.1% | +93.9% | +83.0% |
| 5Y | +210.1% | +34.1% | +176.0% | +151.5% |
| 10Y | +712.5% | +109.6% | +602.9% | +380.4% |
| All | +3,831.7% | +753.6% | +3,078.1% | +879.9% |
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