+5.9%
CAT vs EWT
+60.0%
-54.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | -1.5% |
| 7D | +1.7% | +3.2% | -1.5% | -1.1% |
| 30D | -24.6% | -12.3% | -12.2% | -16.7% |
| 3M | -28.5% | -3.6% | -24.9% | -26.6% |
| 6M | -34.8% | +3.1% | -37.9% | -36.6% |
| YTD | +5.9% | +57.7% | -51.8% | -29.6% |
| All | +5.9% | +60.0% | -54.1% | -30.7% |
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