+4,007.7%
CAT vs EFA
+376.6%
+3,631.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.8% |
| 7D | -6.3% | +1.2% | -7.6% | -7.4% |
| 30D | -26.8% | +0.9% | -27.7% | -27.5% |
| 3M | -30.0% | -3.4% | -26.7% | -27.6% |
| 6M | -34.6% | +2.0% | -36.6% | -35.5% |
| YTD | +2.9% | +10.4% | -7.5% | -5.8% |
| 1Y | +3.3% | +13.3% | -10.0% | -7.7% |
| 3Y | +153.7% | +65.9% | +87.8% | +56.0% |
| 5Y | +207.3% | +51.5% | +155.8% | +105.7% |
| 10Y | +674.0% | +144.1% | +529.9% | +235.3% |
| All | +4,007.7% | +376.6% | +3,631.2% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling