+166.0%
CAT vs EXC
+28.9%
+137.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | -2.4% | -1.7% | -0.7% | -2.6% |
| 30D | -25.0% | +9.3% | -34.3% | -24.3% |
| 3M | -28.7% | +1.0% | -29.8% | -28.6% |
| 6M | -33.0% | +5.9% | -38.9% | -32.6% |
| YTD | +5.4% | +7.6% | -2.2% | +6.2% |
| 1Y | +7.3% | +2.4% | +4.8% | +7.8% |
| 3Y | +166.0% | +30.2% | +135.8% | +153.8% |
| All | +166.0% | +28.9% | +137.2% | +153.8% |
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