+4,127.5%
CAT vs EFA
+377.9%
+3,749.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.6% |
| 7D | +1.7% | -1.0% | +2.7% | +3.0% |
| 30D | -24.6% | +1.6% | -26.1% | -25.7% |
| 3M | -28.5% | -3.2% | -25.3% | -26.1% |
| 6M | -34.8% | +2.5% | -37.3% | -36.1% |
| YTD | +5.9% | +10.7% | -4.8% | -3.3% |
| 1Y | +6.8% | +12.8% | -5.9% | -4.1% |
| 3Y | +161.1% | +66.4% | +94.7% | +60.2% |
| 5Y | +213.4% | +51.4% | +162.1% | +110.0% |
| 10Y | +700.3% | +146.3% | +554.0% | +243.7% |
| All | +4,127.5% | +377.9% | +3,749.5% | +799.1% |
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