+1,170.3%
CAT vs EMB
+126.0%
+1,044.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.3% | -0.1% | -10.2% | -10.2% |
| 30D | -31.2% | +1.3% | -32.5% | -32.0% |
| 3M | -34.7% | -2.7% | -31.9% | -33.2% |
| 6M | -39.5% | -2.8% | -36.7% | -38.0% |
| YTD | -1.7% | -1.1% | -0.5% | -0.4% |
| 1Y | -1.1% | 0.0% | -1.1% | -0.7% |
| 3Y | +143.9% | +28.8% | +115.1% | +101.9% |
| 5Y | +194.8% | +6.0% | +188.8% | +181.5% |
| 10Y | +739.8% | +29.1% | +710.6% | +603.2% |
| All | +1,170.3% | +126.0% | +1,044.4% | +648.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling