+9.3%
CAT vs EWZ
+1.3%
+8.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | +7.4% | +0.8% | +6.7% | +7.2% |
| 30D | -19.7% | -24.4% | +4.7% | -13.5% |
| 3M | -29.6% | -4.6% | -25.0% | -33.3% |
| 6M | -33.2% | -11.6% | -21.6% | -33.9% |
| YTD | +5.7% | +2.4% | +3.3% | +0.6% |
| 1Y | +9.3% | +2.1% | +7.3% | +4.1% |
| All | +9.3% | +1.3% | +8.1% | +4.1% |
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