+164.3%
EWY vs CAT
+97.5%
+66.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.2% |
| 7D | +4.8% | +1.7% | +3.1% | +3.5% |
| 30D | +11.7% | -6.6% | +18.2% | +18.0% |
| 3M | -7.4% | -13.3% | +5.9% | +4.7% |
| 6M | +40.6% | +11.6% | +28.9% | +36.4% |
| YTD | +94.3% | +42.9% | +51.3% | +72.0% |
| 1Y | +164.3% | +95.4% | +68.8% | +108.8% |
| All | +164.3% | +97.5% | +66.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling