+210.1%
CAT vs EWJ
+47.4%
+162.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +4.0% |
| 7D | -2.4% | -1.5% | -0.9% | -1.1% |
| 30D | -25.0% | -6.5% | -18.5% | -20.4% |
| 3M | -28.7% | -5.6% | -23.1% | -24.9% |
| 6M | -33.0% | -0.3% | -32.7% | -32.4% |
| YTD | +5.4% | +13.9% | -8.5% | -4.1% |
| 1Y | +7.3% | +14.6% | -7.3% | -2.8% |
| 3Y | +166.0% | +66.6% | +99.4% | +77.7% |
| 5Y | +210.1% | +47.7% | +162.4% | +122.7% |
| All | +210.1% | +47.4% | +162.7% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling