+688.6%
CAT vs EME
+905.2%
-216.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +7.4% | +8.4% | -0.9% | +3.1% |
| 30D | -19.7% | -11.5% | -8.2% | -14.5% |
| 3M | -29.6% | -20.6% | -9.0% | -20.8% |
| 6M | -33.2% | -28.5% | -4.7% | -21.1% |
| YTD | +5.7% | +8.0% | -2.3% | +1.4% |
| 1Y | +9.3% | +6.8% | +2.6% | +5.5% |
| 3Y | +158.3% | +213.9% | -55.6% | +29.1% |
| 5Y | +211.6% | +414.8% | -203.2% | +15.0% |
| All | +688.6% | +905.2% | -216.5% | +96.9% |
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