+1,157.1%
CAT vs EME
+1,266.0%
-108.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.4% |
| 7D | +2.9% | +2.7% | +0.2% | +1.5% |
| 30D | -2.6% | -6.8% | +4.2% | +0.9% |
| 3M | -10.7% | -8.8% | -1.8% | -6.8% |
| 6M | +16.1% | +5.0% | +11.2% | +13.0% |
| YTD | +43.2% | +23.5% | +19.7% | +28.4% |
| 1Y | +96.8% | +21.3% | +75.5% | +74.9% |
| 3Y | +201.4% | +241.1% | -39.7% | +44.5% |
| 5Y | +332.7% | +549.2% | -216.5% | +40.7% |
| 10Y | +1,157.1% | +1,306.4% | -149.3% | +161.2% |
| All | +1,157.1% | +1,266.0% | -108.9% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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