+8,915.4%
CAT vs EWT
+594.1%
+8,321.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +0.7% |
| 7D | +1.7% | +4.0% | -2.3% | -0.4% |
| 30D | -6.6% | +10.3% | -16.9% | -11.4% |
| 3M | -13.3% | +6.1% | -19.4% | -15.9% |
| 6M | +11.6% | +56.6% | -45.0% | -12.2% |
| YTD | +42.9% | +76.6% | -33.6% | +5.6% |
| 1Y | +95.4% | +97.9% | -2.4% | +36.0% |
| 3Y | +196.6% | +198.0% | -1.4% | +65.5% |
| 5Y | +321.7% | +151.8% | +169.9% | +155.7% |
| 10Y | +1,140.8% | +514.1% | +626.7% | +381.1% |
| All | +8,915.4% | +594.1% | +8,321.3% | +2,094.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling