+11,972.6%
CAT vs EME
+61,143.5%
-49,170.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | -6.6% | -8.3% | +1.7% | -3.6% |
| 3M | -13.3% | -10.7% | -2.5% | -9.8% |
| 6M | +11.6% | +1.9% | +9.7% | +10.9% |
| YTD | +42.9% | +23.5% | +19.5% | +32.5% |
| 1Y | +95.4% | +18.0% | +77.5% | +82.4% |
| 3Y | +196.6% | +236.1% | -39.5% | +84.2% |
| 5Y | +321.7% | +527.9% | -206.2% | +107.8% |
| 10Y | +1,140.8% | +1,252.8% | -112.0% | +362.7% |
| All | +11,972.6% | +61,143.5% | -49,170.9% | +2,960.2% |
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 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