+695.3%
CAT vs EWT
+448.2%
+247.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.8% |
| 7D | +9.3% | +13.2% | -3.9% | -0.4% |
| 30D | -21.5% | -14.3% | -7.2% | -12.3% |
| 3M | -29.1% | -8.4% | -20.7% | -24.7% |
| 6M | -33.4% | +3.7% | -37.1% | -35.7% |
| YTD | +6.6% | +53.1% | -46.5% | -23.2% |
| 1Y | +6.5% | +55.5% | -49.0% | -24.0% |
| 3Y | +162.7% | +155.6% | +7.0% | +25.6% |
| 5Y | +214.2% | +119.3% | +94.9% | +67.4% |
| All | +695.3% | +448.2% | +247.1% | +100.0% |
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