+213.9%
CAT vs EXC
+41.3%
+172.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | +7.4% | +1.4% | +6.1% | +7.3% |
| 30D | -19.7% | +8.6% | -28.2% | -20.6% |
| 3M | -29.6% | +2.4% | -32.0% | -29.9% |
| 6M | -33.2% | +6.5% | -39.7% | -34.0% |
| YTD | +5.7% | +9.0% | -3.4% | +3.5% |
| 1Y | +9.3% | +4.6% | +4.8% | +8.0% |
| 3Y | +158.3% | +33.5% | +124.8% | +134.3% |
| All | +213.9% | +41.3% | +172.7% | +182.8% |
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 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