+5,230.9%
CAT vs EEM
+860.9%
+4,370.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.4% |
| 7D | +1.7% | +2.3% | -0.6% | +0.1% |
| 30D | -6.6% | +4.5% | -11.1% | -9.5% |
| 3M | -13.3% | -0.1% | -13.2% | -13.0% |
| 6M | +11.6% | +16.9% | -5.3% | 0.0% |
| YTD | +42.9% | +26.2% | +16.7% | +21.4% |
| 1Y | +95.4% | +40.5% | +54.9% | +54.1% |
| 3Y | +196.6% | +86.2% | +110.4% | +92.2% |
| 5Y | +321.7% | +45.5% | +276.2% | +221.4% |
| 10Y | +1,140.8% | +128.6% | +1,012.2% | +583.7% |
| All | +5,230.9% | +860.9% | +4,370.0% | +1,116.2% |
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