+95.4%
CAT vs EMB
+5.7%
+89.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | -0.3% | -6.3% | -5.9% |
| 3M | -13.3% | -0.4% | -12.9% | -12.3% |
| 6M | +11.6% | +0.1% | +11.5% | +11.3% |
| YTD | +42.9% | +1.6% | +41.4% | +39.0% |
| 1Y | +95.4% | +5.6% | +89.8% | +83.1% |
| All | +95.4% | +5.7% | +89.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling