+1,157.1%
CAT vs EWZ
+86.7%
+1,070.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | -2.6% | +8.2% | -10.8% | -5.7% |
| 3M | -10.7% | +13.3% | -24.0% | -15.0% |
| 6M | +16.1% | +3.6% | +12.6% | +14.4% |
| YTD | +43.2% | +21.0% | +22.3% | +33.2% |
| 1Y | +96.8% | +34.7% | +62.2% | +75.5% |
| 3Y | +201.4% | +48.3% | +153.1% | +156.4% |
| 5Y | +332.7% | +60.1% | +272.6% | +249.4% |
| 10Y | +1,157.1% | +92.6% | +1,064.5% | +798.4% |
| All | +1,157.1% | +86.7% | +1,070.4% | +798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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