-23.4%
EWY vs CAT
-33.1%
+9.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +3.2% |
| 7D | -2.8% | +1.7% | -4.6% | -4.0% |
| 30D | -13.1% | -24.6% | +11.5% | +15.8% |
| 3M | -11.6% | -28.5% | +16.9% | +24.6% |
| 6M | -23.4% | -34.8% | +11.5% | +18.0% |
| All | -23.4% | -33.1% | +9.8% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling