+183.3%
CAT vs EWZ
+58.5%
+124.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -10.3% | -1.5% | -8.8% | -9.8% |
| 30D | -31.2% | -24.5% | -6.7% | -24.4% |
| 3M | -34.7% | -10.7% | -24.0% | -33.6% |
| 6M | -39.5% | -19.1% | -20.4% | -35.8% |
| YTD | -1.7% | +1.6% | -3.3% | -5.0% |
| 1Y | -1.1% | +4.3% | -5.4% | -5.7% |
| 3Y | +143.9% | +19.0% | +124.9% | +117.5% |
| All | +183.3% | +58.5% | +124.7% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling