+1,110.7%
CAT vs EXC
+152.8%
+957.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -6.6% | -3.7% | -2.8% | -5.5% |
| 3M | -13.3% | -1.3% | -12.0% | -13.3% |
| 6M | +11.6% | -9.7% | +21.3% | +14.8% |
| YTD | +42.9% | +2.9% | +40.1% | +40.2% |
| 1Y | +95.4% | +4.4% | +91.0% | +90.0% |
| 3Y | +196.6% | +22.2% | +174.4% | +165.6% |
| 5Y | +321.7% | +46.7% | +274.9% | +244.4% |
| All | +1,110.7% | +152.8% | +957.9% | +795.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling