+1,157.1%
CAT vs EWT
+510.6%
+646.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +2.9% | +2.1% | +0.8% | +1.4% |
| 30D | -2.6% | +9.4% | -12.0% | -8.8% |
| 3M | -10.7% | +10.9% | -21.5% | -17.2% |
| 6M | +16.1% | +57.9% | -41.8% | -17.3% |
| YTD | +43.2% | +75.9% | -32.7% | -5.7% |
| 1Y | +96.8% | +89.7% | +7.1% | +22.7% |
| 3Y | +201.4% | +200.9% | +0.5% | +30.7% |
| 5Y | +332.7% | +154.5% | +178.2% | +110.4% |
| 10Y | +1,157.1% | +520.8% | +636.3% | +213.9% |
| All | +1,157.1% | +510.6% | +646.5% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling