+17,564.5%
CAT vs EXC
+2,516.2%
+15,048.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -14.5% | +1.4% | -15.8% | -14.9% |
| 30D | -35.7% | +11.6% | -47.4% | -38.3% |
| 3M | -36.3% | +2.7% | -38.9% | -37.1% |
| 6M | -38.5% | +2.7% | -41.2% | -39.6% |
| YTD | -2.5% | +9.7% | -12.2% | -6.8% |
| 1Y | -1.9% | +4.5% | -6.4% | -4.7% |
| 3Y | +139.2% | +28.5% | +110.7% | +111.6% |
| 5Y | +192.1% | +43.9% | +148.2% | +145.3% |
| 10Y | +732.3% | +183.7% | +548.5% | +432.3% |
| All | +17,564.5% | +2,516.2% | +15,048.3% | +6,455.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling