+183.3%
CAT vs EMR
+80.8%
+102.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | -1.6% | -8.7% | -9.3% |
| 30D | -31.2% | +2.0% | -33.2% | -32.3% |
| 3M | -34.7% | +3.8% | -38.5% | -36.6% |
| 6M | -39.5% | +10.5% | -50.0% | -44.0% |
| YTD | -1.7% | +23.7% | -25.4% | -17.0% |
| 1Y | -1.1% | +25.4% | -26.5% | -17.4% |
| 3Y | +143.9% | +86.6% | +57.3% | +46.4% |
| All | +183.3% | +80.8% | +102.5% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling