+921.9%
CAT vs IEFA
+203.9%
+718.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -1.0% |
| 7D | +7.4% | +2.2% | +5.2% | +5.1% |
| 30D | -19.7% | +1.1% | -20.7% | -20.6% |
| 3M | -29.6% | -4.3% | -25.3% | -26.2% |
| 6M | -33.2% | +1.4% | -34.6% | -33.9% |
| YTD | +5.7% | +10.1% | -4.4% | -3.6% |
| 1Y | +9.3% | +12.9% | -3.5% | -2.7% |
| 3Y | +158.3% | +65.8% | +92.5% | +54.8% |
| 5Y | +211.6% | +47.7% | +163.9% | +109.4% |
| 10Y | +698.5% | +146.8% | +551.7% | +231.0% |
| All | +921.9% | +203.9% | +718.0% | +228.7% |
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