+5.8%
CAT vs EMB
+1.1%
+4.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +5.7% |
| 7D | -2.4% | +0.8% | -3.2% | -4.1% |
| 30D | -25.0% | +1.5% | -26.5% | -27.7% |
| 3M | -28.7% | -1.9% | -26.8% | -24.5% |
| 6M | -33.0% | -1.6% | -31.4% | -29.6% |
| YTD | +5.4% | 0.0% | +5.4% | +7.0% |
| All | +5.8% | +1.1% | +4.7% | +3.3% |
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