+1,157.1%
CAT vs EWJ
+138.2%
+1,018.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | +0.1% |
| 7D | +2.9% | +1.0% | +1.9% | +1.9% |
| 30D | -2.6% | +1.0% | -3.6% | -3.5% |
| 3M | -10.7% | +7.2% | -17.9% | -16.3% |
| 6M | +16.1% | +13.9% | +2.3% | +2.9% |
| YTD | +43.2% | +20.8% | +22.4% | +20.1% |
| 1Y | +96.8% | +26.4% | +70.4% | +57.8% |
| 3Y | +201.4% | +71.8% | +129.6% | +75.5% |
| 5Y | +332.7% | +49.9% | +282.8% | +190.1% |
| 10Y | +1,157.1% | +140.0% | +1,017.1% | +457.6% |
| All | +1,157.1% | +138.2% | +1,018.9% | +457.6% |
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 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