+148.1%
EWY vs CAT
+332.8%
-184.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | 0.0% |
| 7D | +8.0% | +5.6% | +2.5% | +5.1% |
| 30D | +14.3% | -2.3% | +16.7% | +15.9% |
| 3M | +2.3% | -10.0% | +12.3% | +9.0% |
| 6M | +49.9% | +21.2% | +28.6% | +41.5% |
| YTD | +95.3% | +44.4% | +50.9% | +72.8% |
| 1Y | +161.7% | +96.3% | +65.4% | +105.6% |
| 3Y | +230.2% | +203.9% | +26.3% | +115.4% |
| 5Y | +148.1% | +333.5% | -185.4% | +37.2% |
| All | +148.1% | +332.8% | -184.6% | +37.2% |
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