+290.8%
EWY vs CAT
+1,148.9%
-858.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.6% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +9.3% | -4.5% | +13.8% | +11.9% |
| 3M | +2.4% | -5.8% | +8.2% | +6.7% |
| 6M | +40.3% | +12.7% | +27.5% | +35.8% |
| YTD | +88.0% | +41.4% | +46.6% | +65.8% |
| 1Y | +143.8% | +92.1% | +51.8% | +88.9% |
| 3Y | +217.8% | +197.5% | +20.3% | +101.2% |
| 5Y | +142.7% | +327.9% | -185.2% | +28.3% |
| All | +290.8% | +1,148.9% | -858.1% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling