+326.0%
CAT vs EMR
+60.6%
+265.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.4% |
| 7D | +1.7% | -1.5% | +3.2% | +2.8% |
| 30D | -6.6% | -5.6% | -0.9% | -2.6% |
| 3M | -13.3% | +7.9% | -21.2% | -18.0% |
| 6M | +11.6% | +6.0% | +5.6% | +6.6% |
| YTD | +42.9% | +16.4% | +26.5% | +26.4% |
| 1Y | +95.4% | +16.6% | +78.8% | +71.9% |
| 3Y | +196.6% | +62.9% | +133.7% | +99.0% |
| All | +326.0% | +60.6% | +265.4% | +175.3% |
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