+712.5%
CAT vs EWT
+418.9%
+293.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.2% | 0.0% | +1.9% |
| 7D | -2.4% | -5.0% | +2.6% | +1.0% |
| 30D | -25.0% | -16.3% | -8.7% | -14.6% |
| 3M | -28.7% | -7.2% | -21.5% | -24.9% |
| 6M | -33.0% | -0.5% | -32.5% | -33.2% |
| YTD | +5.4% | +50.6% | -45.1% | -22.8% |
| 1Y | +7.3% | +54.8% | -47.6% | -23.1% |
| 3Y | +166.0% | +155.5% | +10.6% | +27.9% |
| 5Y | +210.1% | +116.4% | +93.7% | +67.5% |
| 10Y | +712.5% | +421.4% | +291.1% | +117.8% |
| All | +712.5% | +418.9% | +293.6% | +117.8% |
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