+203.9%
CAT vs IEFA
+68.7%
+135.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.7% |
| 7D | +5.6% | +1.2% | +4.4% | +4.1% |
| 30D | -2.3% | -0.6% | -1.8% | -1.6% |
| 3M | -10.0% | +6.2% | -16.2% | -15.9% |
| 6M | +21.2% | +11.2% | +10.1% | +7.8% |
| YTD | +44.4% | +14.2% | +30.3% | +25.0% |
| 1Y | +96.3% | +20.0% | +76.3% | +61.2% |
| 3Y | +203.9% | +68.8% | +135.1% | +67.1% |
| All | +203.9% | +68.7% | +135.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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