+6.8%
CAT vs EMB
+0.7%
+6.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | +1.7% | -0.4% | +2.1% | +2.8% |
| 30D | -24.6% | +1.5% | -26.1% | -27.4% |
| 3M | -28.5% | -1.6% | -26.9% | -25.2% |
| 6M | -34.8% | -1.5% | -33.3% | -31.7% |
| YTD | +5.9% | -0.1% | +6.0% | +7.7% |
| 1Y | +6.8% | +0.5% | +6.3% | +5.6% |
| All | +6.8% | +0.7% | +6.1% | +5.6% |
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