+203.9%
CAT vs EWJ
+73.3%
+130.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.3% |
| 7D | +5.6% | +2.9% | +2.7% | +2.9% |
| 30D | -2.3% | +1.1% | -3.4% | -3.2% |
| 3M | -10.0% | +7.1% | -17.1% | -15.0% |
| 6M | +21.2% | +16.2% | +5.1% | +7.3% |
| YTD | +44.4% | +22.0% | +22.5% | +23.4% |
| 1Y | +96.3% | +26.2% | +70.1% | +63.3% |
| 3Y | +203.9% | +73.5% | +130.5% | +96.2% |
| All | +203.9% | +73.3% | +130.6% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling