+96.5%
EWY vs CAT
+205.5%
-109.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.8% |
| 7D | -10.2% | -6.3% | -3.9% | -6.9% |
| 30D | -21.5% | -26.8% | +5.3% | -7.5% |
| 3M | -14.7% | -30.0% | +15.4% | +3.0% |
| 6M | -26.8% | -34.6% | +7.8% | -7.5% |
| YTD | +43.2% | +2.9% | +40.2% | +51.3% |
| 1Y | +48.7% | +3.3% | +45.5% | +56.9% |
| 3Y | +147.9% | +153.7% | -5.7% | +83.1% |
| All | +96.5% | +205.5% | -109.0% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling