+8,803.9%
CAT vs EME
+52,948.1%
-44,144.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.3% | -0.1% | +4.5% |
| 7D | -2.4% | -4.4% | +2.0% | -0.7% |
| 30D | -25.0% | -17.3% | -7.8% | -19.6% |
| 3M | -28.7% | -20.0% | -8.7% | -22.6% |
| 6M | -33.0% | -29.1% | -3.9% | -24.1% |
| YTD | +5.4% | +6.9% | -1.5% | +3.0% |
| 1Y | +7.3% | +0.8% | +6.5% | +7.1% |
| 3Y | +166.0% | +214.4% | -48.4% | +69.7% |
| 5Y | +210.1% | +404.2% | -194.1% | +65.7% |
| 10Y | +712.5% | +941.9% | -229.4% | +231.6% |
| All | +8,803.9% | +52,948.1% | -44,144.2% | +2,279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling