+9.3%
CAT vs EWJ
+14.0%
-4.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.2% |
| 7D | +7.4% | +4.0% | +3.5% | +2.9% |
| 30D | -19.7% | -4.3% | -15.4% | -15.5% |
| 3M | -29.6% | -6.8% | -22.8% | -23.6% |
| 6M | -33.2% | -0.9% | -32.3% | -32.3% |
| YTD | +5.7% | +14.3% | -8.6% | -8.4% |
| 1Y | +9.3% | +15.3% | -6.0% | -5.9% |
| All | +9.3% | +14.0% | -4.6% | -5.9% |
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