+5,605.9%
CAT vs EFA
+394.8%
+5,211.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.1% |
| 30D | -6.6% | +0.9% | -7.4% | -7.3% |
| 3M | -13.3% | +4.9% | -18.2% | -16.9% |
| 6M | +11.6% | +8.6% | +3.1% | +3.6% |
| YTD | +42.9% | +14.6% | +28.3% | +26.0% |
| 1Y | +95.4% | +22.6% | +72.8% | +61.4% |
| 3Y | +196.6% | +66.5% | +130.1% | +81.8% |
| 5Y | +321.7% | +54.5% | +267.1% | +176.7% |
| 10Y | +1,140.8% | +144.8% | +996.0% | +435.0% |
| All | +5,605.9% | +394.8% | +5,211.1% | +1,072.0% |
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