+1,236.8%
EWY vs CAT
+7,942.7%
-6,705.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.7% |
| 7D | +4.8% | +1.7% | +3.1% | +3.9% |
| 30D | +11.7% | -6.6% | +18.2% | +15.9% |
| 3M | -7.4% | -13.3% | +5.9% | +1.2% |
| 6M | +40.6% | +11.6% | +28.9% | +34.7% |
| YTD | +94.3% | +42.9% | +51.3% | +63.6% |
| 1Y | +164.3% | +95.4% | +68.8% | +88.0% |
| 3Y | +221.0% | +196.6% | +24.4% | +78.1% |
| 5Y | +139.1% | +321.7% | -182.5% | +5.7% |
| 10Y | +298.8% | +1,140.8% | -842.0% | -12.1% |
| All | +1,236.8% | +7,942.7% | -6,705.9% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling