+332.7%
CAT vs IEFA
+51.0%
+281.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.3% |
| 7D | +2.9% | -0.5% | +3.4% | +3.4% |
| 30D | -2.6% | -1.1% | -1.5% | -1.5% |
| 3M | -10.7% | +5.1% | -15.7% | -14.8% |
| 6M | +16.1% | +9.3% | +6.8% | +6.6% |
| YTD | +43.2% | +13.0% | +30.3% | +27.6% |
| 1Y | +96.8% | +19.2% | +77.7% | +66.7% |
| 3Y | +201.4% | +67.0% | +134.4% | +85.5% |
| 5Y | +332.7% | +51.1% | +281.6% | +189.0% |
| All | +332.7% | +51.0% | +281.7% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling