+207.3%
CAT vs EFA
+50.3%
+157.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.8% |
| 7D | -6.3% | +1.2% | -7.6% | -7.5% |
| 30D | -26.8% | +0.9% | -27.7% | -27.5% |
| 3M | -30.0% | -3.4% | -26.7% | -27.4% |
| 6M | -34.6% | +2.0% | -36.6% | -35.6% |
| YTD | +2.9% | +10.4% | -7.5% | -6.0% |
| 1Y | +3.3% | +13.3% | -10.0% | -7.9% |
| 3Y | +153.7% | +65.9% | +87.8% | +57.9% |
| 5Y | +207.3% | +51.5% | +155.8% | +103.1% |
| All | +207.3% | +50.3% | +157.0% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling