+946.2%
EWY vs CAT
+5,858.8%
-4,912.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +4.6% |
| 7D | -2.8% | +1.7% | -4.6% | -3.4% |
| 30D | -13.1% | -24.6% | +11.5% | +1.2% |
| 3M | -11.6% | -28.5% | +16.9% | +6.1% |
| 6M | -23.4% | -34.8% | +11.5% | -2.3% |
| YTD | +52.0% | +5.9% | +46.1% | +50.7% |
| 1Y | +58.6% | +6.8% | +51.8% | +56.2% |
| 3Y | +163.3% | +161.1% | +2.2% | +57.5% |
| 5Y | +108.7% | +213.4% | -104.8% | +8.7% |
| 10Y | +237.8% | +700.3% | -462.6% | -4.6% |
| All | +946.2% | +5,858.8% | -4,912.6% | +20.5% |
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