+5,907.1%
CAT vs EWZ
+352.8%
+5,554.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.6% |
| 3M | -34.7% | -10.7% | -24.0% | -32.9% |
| 6M | -39.5% | -19.1% | -20.4% | -35.2% |
| YTD | -1.7% | +1.6% | -3.3% | -4.3% |
| 1Y | -1.1% | +4.3% | -5.4% | -5.0% |
| 3Y | +143.9% | +19.0% | +124.9% | +119.1% |
| 5Y | +194.8% | +57.7% | +137.1% | +129.1% |
| 10Y | +739.8% | +51.3% | +688.4% | +489.0% |
| All | +5,907.1% | +352.8% | +5,554.2% | +2,564.5% |
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