+143.9%
CAT vs EWT
+136.7%
+7.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -1.8% |
| 7D | -10.3% | -11.7% | +1.4% | -2.5% |
| 30D | -31.2% | -23.2% | -8.0% | -17.5% |
| 3M | -34.7% | -12.5% | -22.2% | -28.4% |
| 6M | -39.5% | -5.9% | -33.6% | -37.0% |
| YTD | -1.7% | +40.5% | -42.1% | -21.5% |
| 1Y | -1.1% | +43.7% | -44.9% | -22.2% |
| 3Y | +143.9% | +136.6% | +7.2% | +32.8% |
| All | +143.9% | +136.7% | +7.2% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling