+8.9%
CAT vs EWT
+54.0%
-45.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.3% |
| 7D | -17.1% | -10.9% | -6.2% | -9.2% |
| 30D | -30.1% | -17.7% | -12.4% | -18.6% |
| 3M | -32.4% | -5.0% | -27.4% | -29.5% |
| 6M | -32.1% | +7.4% | -39.5% | -35.7% |
| YTD | +4.1% | +52.8% | -48.7% | -28.6% |
| 1Y | +8.9% | +55.2% | -46.3% | -26.4% |
| All | +8.9% | +54.0% | -45.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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