+150.5%
EWY vs CAT
+154.5%
-4.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.5% |
| 7D | -10.2% | -6.3% | -3.9% | -6.3% |
| 30D | -21.5% | -26.8% | +5.3% | -4.8% |
| 3M | -14.7% | -30.0% | +15.4% | +6.5% |
| 6M | -26.8% | -34.6% | +7.8% | -3.6% |
| YTD | +43.2% | +2.9% | +40.2% | +55.5% |
| 1Y | +48.7% | +3.3% | +45.5% | +61.1% |
| All | +150.5% | +154.5% | -4.1% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling