+6,619.5%
CAT vs EWJ
+136.0%
+6,483.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.6% |
| 7D | -6.3% | -2.4% | -3.9% | -4.7% |
| 30D | -26.8% | -7.6% | -19.2% | -22.7% |
| 3M | -30.0% | -5.9% | -24.1% | -27.0% |
| 6M | -34.6% | -1.5% | -33.1% | -33.6% |
| YTD | +2.9% | +12.6% | -9.7% | -3.7% |
| 1Y | +3.3% | +12.7% | -9.4% | -3.4% |
| 3Y | +153.7% | +63.1% | +90.6% | +86.6% |
| 5Y | +207.3% | +48.2% | +159.1% | +139.5% |
| 10Y | +674.0% | +123.1% | +550.9% | +382.4% |
| All | +6,619.5% | +136.0% | +6,483.4% | +3,251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling