+1,157.1%
CAT vs EFA
+141.5%
+1,015.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.5% |
| 30D | -2.6% | -1.3% | -1.3% | -1.1% |
| 3M | -10.7% | +5.2% | -15.9% | -15.2% |
| 6M | +16.1% | +9.4% | +6.8% | +5.8% |
| YTD | +43.2% | +12.7% | +30.5% | +26.5% |
| 1Y | +96.8% | +19.3% | +77.6% | +63.7% |
| 3Y | +201.4% | +66.3% | +135.0% | +74.0% |
| 5Y | +332.7% | +53.4% | +279.3% | +172.5% |
| 10Y | +1,157.1% | +144.4% | +1,012.7% | +408.8% |
| All | +1,157.1% | +141.5% | +1,015.6% | +408.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling