+201.7%
CAT vs EWZ
+47.9%
+153.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.7% | +6.5% | -4.8% | -1.5% |
| 30D | -6.6% | +4.8% | -11.4% | -8.9% |
| 3M | -13.3% | +9.9% | -23.2% | -17.4% |
| 6M | +11.6% | +1.9% | +9.7% | +10.4% |
| YTD | +42.9% | +20.3% | +22.6% | +31.3% |
| 1Y | +95.4% | +35.6% | +59.8% | +69.7% |
| All | +201.7% | +47.9% | +153.8% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling