+674.0%
CAT vs EMB
+31.5%
+642.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.8% |
| 7D | -6.3% | +0.5% | -6.8% | -6.8% |
| 30D | -26.8% | +0.9% | -27.7% | -27.5% |
| 3M | -30.0% | -2.1% | -27.9% | -28.5% |
| 6M | -34.6% | -2.2% | -32.4% | -33.0% |
| YTD | +2.9% | -0.6% | +3.5% | +4.0% |
| 1Y | +3.3% | +0.2% | +3.1% | +3.6% |
| 3Y | +153.7% | +29.5% | +124.2% | +99.6% |
| 5Y | +207.3% | +8.0% | +199.3% | +187.8% |
| 10Y | +674.0% | +35.3% | +638.7% | +523.7% |
| All | +674.0% | +31.5% | +642.5% | +523.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling