+5.8%
CAT vs EWT
+52.9%
-47.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.2% | 0.0% | +1.8% |
| 7D | -2.4% | -5.0% | +2.6% | +1.1% |
| 30D | -25.0% | -16.3% | -8.7% | -14.1% |
| 3M | -28.7% | -7.2% | -21.5% | -24.6% |
| 6M | -33.0% | -0.5% | -32.5% | -33.0% |
| YTD | +5.4% | +50.6% | -45.1% | -27.4% |
| All | +5.8% | +52.9% | -47.1% | -28.0% |
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 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