+203.9%
CAT vs EFA
+68.2%
+135.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.7% |
| 7D | +5.6% | +1.2% | +4.4% | +4.1% |
| 30D | -2.3% | -0.7% | -1.6% | -1.4% |
| 3M | -10.0% | +6.4% | -16.4% | -16.1% |
| 6M | +21.2% | +11.4% | +9.9% | +7.5% |
| YTD | +44.4% | +14.0% | +30.5% | +25.2% |
| 1Y | +96.3% | +20.2% | +76.1% | +60.9% |
| 3Y | +203.9% | +68.2% | +135.7% | +66.6% |
| All | +203.9% | +68.2% | +135.7% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling