+207.3%
CAT vs EXC
+41.1%
+166.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -26.8% | +9.0% | -35.8% | -27.8% |
| 3M | -30.0% | +3.3% | -33.3% | -30.4% |
| 6M | -34.6% | +5.7% | -40.2% | -35.4% |
| YTD | +2.9% | +7.3% | -4.4% | +1.0% |
| 1Y | +3.3% | +2.9% | +0.3% | +2.2% |
| 3Y | +153.7% | +29.3% | +124.4% | +132.1% |
| 5Y | +207.3% | +40.1% | +167.2% | +175.1% |
| All | +207.3% | +41.1% | +166.2% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling