+203.9%
CAT vs EME
+249.1%
-45.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.1% |
| 7D | +5.6% | +5.2% | +0.4% | +3.2% |
| 30D | -2.3% | -5.4% | +3.0% | +0.1% |
| 3M | -10.0% | -6.1% | -3.9% | -7.5% |
| 6M | +21.2% | +9.7% | +11.6% | +17.5% |
| YTD | +44.4% | +26.6% | +17.9% | +32.9% |
| 1Y | +96.3% | +24.6% | +71.7% | +79.0% |
| 3Y | +203.9% | +249.6% | -45.7% | +93.4% |
| All | +203.9% | +249.1% | -45.2% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling