+9,233.8%
CAT vs EWJ
+156.6%
+9,077.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +1.7% | +2.5% | -0.8% | +0.1% |
| 30D | -6.6% | +3.3% | -9.8% | -8.5% |
| 3M | -13.3% | +5.0% | -18.3% | -15.7% |
| 6M | +11.6% | +11.5% | +0.1% | +4.6% |
| YTD | +42.9% | +22.4% | +20.6% | +26.3% |
| 1Y | +95.4% | +30.2% | +65.2% | +65.8% |
| 3Y | +196.6% | +72.8% | +123.8% | +109.3% |
| 5Y | +321.7% | +54.1% | +267.5% | +219.2% |
| 10Y | +1,140.8% | +140.6% | +1,000.2% | +633.5% |
| All | +9,233.8% | +156.6% | +9,077.2% | +4,296.2% |
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 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