+17,723.7%
CAT vs EMR
+4,298.0%
+13,425.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | -1.6% | -8.7% | -9.4% |
| 30D | -31.2% | +2.0% | -33.2% | -32.2% |
| 3M | -34.7% | +3.8% | -38.5% | -36.4% |
| 6M | -39.5% | +10.5% | -50.0% | -43.5% |
| YTD | -1.7% | +23.7% | -25.4% | -15.4% |
| 1Y | -1.1% | +25.4% | -26.5% | -15.8% |
| 3Y | +143.9% | +86.6% | +57.3% | +55.8% |
| 5Y | +194.8% | +83.0% | +111.8% | +90.6% |
| 10Y | +739.8% | +319.5% | +420.3% | +207.6% |
| All | +17,723.7% | +4,298.0% | +13,425.7% | +1,870.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling