+143.9%
CAT vs EXC
+26.3%
+117.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.6% |
| 7D | -10.3% | -1.2% | -9.1% | -10.4% |
| 30D | -31.2% | +10.0% | -41.1% | -30.5% |
| 3M | -34.7% | +1.6% | -36.3% | -34.5% |
| 6M | -39.5% | +3.3% | -42.7% | -39.2% |
| YTD | -1.7% | +7.6% | -9.2% | -1.0% |
| 1Y | -1.1% | +3.5% | -4.6% | -0.6% |
| 3Y | +143.9% | +27.7% | +116.2% | +134.4% |
| All | +143.9% | +26.3% | +117.6% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling