+674.0%
CAT vs EWJ
+122.8%
+551.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.2% |
| 7D | -6.3% | -2.4% | -3.9% | -4.0% |
| 30D | -26.8% | -7.6% | -19.2% | -20.7% |
| 3M | -30.0% | -5.9% | -24.1% | -25.6% |
| 6M | -34.6% | -1.5% | -33.1% | -33.3% |
| YTD | +2.9% | +12.6% | -9.7% | -7.5% |
| 1Y | +3.3% | +12.7% | -9.4% | -7.2% |
| 3Y | +153.7% | +63.1% | +90.6% | +55.0% |
| 5Y | +207.3% | +48.2% | +159.1% | +106.2% |
| 10Y | +674.0% | +123.1% | +550.9% | +261.8% |
| All | +674.0% | +122.8% | +551.2% | +261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling