+3.3%
CAT vs EWJ
+13.2%
-9.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.0% |
| 7D | -6.3% | -2.4% | -3.9% | -3.8% |
| 30D | -26.8% | -7.6% | -19.2% | -19.8% |
| 3M | -30.0% | -5.9% | -24.1% | -24.9% |
| 6M | -34.6% | -1.5% | -33.1% | -33.3% |
| YTD | +2.9% | +12.6% | -9.7% | -9.9% |
| 1Y | +3.3% | +12.7% | -9.4% | -9.7% |
| All | +3.3% | +13.2% | -9.9% | -9.7% |
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