+210.1%
CAT vs EME
+407.9%
-197.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.3% | -0.1% | +3.6% |
| 7D | -2.4% | -4.4% | +2.0% | -0.3% |
| 30D | -25.0% | -17.3% | -7.8% | -17.9% |
| 3M | -28.7% | -20.0% | -8.7% | -20.8% |
| 6M | -33.0% | -29.1% | -3.9% | -21.3% |
| YTD | +5.4% | +6.9% | -1.5% | +3.2% |
| 1Y | +7.3% | +0.8% | +6.5% | +7.7% |
| 3Y | +166.0% | +214.4% | -48.4% | +40.8% |
| 5Y | +210.1% | +404.2% | -194.1% | +18.4% |
| All | +210.1% | +407.9% | -197.8% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling