+19,008.0%
CAT vs EMR
+4,492.2%
+14,515.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.4% | +2.8% | +4.2% |
| 7D | -2.4% | +2.1% | -4.5% | -3.7% |
| 30D | -25.0% | +4.8% | -29.8% | -27.4% |
| 3M | -28.7% | +7.5% | -36.2% | -32.2% |
| 6M | -33.0% | +20.9% | -53.8% | -41.1% |
| YTD | +5.4% | +29.2% | -23.7% | -11.9% |
| 1Y | +7.3% | +33.0% | -25.7% | -12.1% |
| 3Y | +166.0% | +109.8% | +56.3% | +57.6% |
| 5Y | +210.1% | +91.9% | +118.2% | +94.4% |
| 10Y | +712.5% | +301.5% | +411.0% | +205.8% |
| All | +19,008.0% | +4,492.2% | +14,515.7% | +1,953.0% |
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