+690.5%
CAT vs EMR
+279.4%
+411.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +1.7% | -2.0% | +3.7% | +3.5% |
| 30D | -24.6% | +2.8% | -27.4% | -26.2% |
| 3M | -28.5% | +2.0% | -30.5% | -29.6% |
| 6M | -34.8% | +20.7% | -55.5% | -43.4% |
| YTD | +5.9% | +27.3% | -21.4% | -12.3% |
| 1Y | +6.8% | +31.0% | -24.2% | -13.5% |
| 3Y | +161.1% | +103.6% | +57.5% | +48.4% |
| 5Y | +213.4% | +88.6% | +124.9% | +86.8% |
| All | +690.5% | +279.4% | +411.1% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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