+8,631.7%
CAT vs EWZ
+436.1%
+8,195.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.1% |
| 1Y | +95.4% | +35.6% | +59.8% | +71.3% |
| 3Y | +196.6% | +43.4% | +153.1% | +150.8% |
| 5Y | +321.7% | +55.9% | +265.7% | +233.9% |
| 10Y | +1,140.8% | +84.2% | +1,056.6% | +714.3% |
| All | +8,631.7% | +436.1% | +8,195.6% | +3,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling