+895.3%
CAT vs IEFA
+204.8%
+690.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -6.3% | +1.1% | -7.4% | -7.4% |
| 30D | -26.8% | +0.7% | -27.5% | -27.3% |
| 3M | -30.0% | -3.4% | -26.7% | -27.4% |
| 6M | -34.6% | +1.5% | -36.1% | -35.3% |
| YTD | +2.9% | +10.4% | -7.5% | -6.4% |
| 1Y | +3.3% | +13.4% | -10.1% | -8.5% |
| 3Y | +153.7% | +66.7% | +87.0% | +51.2% |
| 5Y | +207.3% | +49.5% | +157.8% | +103.9% |
| 10Y | +674.0% | +145.8% | +528.3% | +221.9% |
| All | +895.3% | +204.8% | +690.5% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling