+98.5%
CAT vs EWZ
+36.5%
+62.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | -0.1% |
| 7D | +5.6% | +5.6% | 0.0% | +2.1% |
| 30D | -2.3% | +9.3% | -11.6% | -7.6% |
| 3M | -10.0% | +15.7% | -25.7% | -17.9% |
| 6M | +21.2% | +7.4% | +13.8% | +16.2% |
| YTD | +44.4% | +22.7% | +21.8% | +31.3% |
| All | +98.5% | +36.5% | +62.0% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling