+18,551.4%
CAT vs EMR
+4,438.6%
+14,112.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.6% |
| 7D | -6.3% | +0.7% | -7.0% | -6.7% |
| 30D | -26.8% | +3.5% | -30.3% | -28.5% |
| 3M | -30.0% | +5.9% | -36.0% | -32.8% |
| 6M | -34.6% | +19.4% | -54.0% | -42.0% |
| YTD | +2.9% | +27.7% | -24.8% | -13.3% |
| 1Y | +3.3% | +30.9% | -27.6% | -14.5% |
| 3Y | +153.7% | +104.2% | +49.5% | +53.1% |
| 5Y | +207.3% | +89.6% | +117.7% | +94.2% |
| 10Y | +674.0% | +280.0% | +394.0% | +202.1% |
| All | +18,551.4% | +4,438.6% | +14,112.8% | +1,920.2% |
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