+329.0%
CAT vs EWZ
+57.5%
+271.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +1.7% | +6.5% | -4.8% | -1.0% |
| 30D | -6.6% | +4.8% | -11.4% | -8.5% |
| 3M | -13.3% | +9.9% | -23.2% | -16.8% |
| 6M | +11.6% | +1.9% | +9.7% | +10.6% |
| YTD | +42.9% | +20.3% | +22.6% | +32.7% |
| 1Y | +95.4% | +35.6% | +59.8% | +72.8% |
| 3Y | +196.6% | +43.4% | +153.1% | +153.2% |
| All | +329.0% | +57.5% | +271.5% | +243.0% |
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 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