+95.4%
CAT vs EWJ
+31.1%
+64.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | +1.7% | +2.5% | -0.8% | -0.9% |
| 30D | -6.6% | +3.3% | -9.8% | -9.7% |
| 3M | -13.3% | +5.0% | -18.3% | -17.5% |
| 6M | +11.6% | +11.5% | +0.1% | -0.2% |
| YTD | +42.9% | +22.4% | +20.6% | +19.1% |
| 1Y | +95.4% | +30.2% | +65.2% | +57.6% |
| All | +95.4% | +31.1% | +64.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling