+17,723.7%
CAT vs EXC
+2,465.1%
+15,258.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.6% |
| 7D | -10.3% | -1.2% | -9.1% | -10.0% |
| 30D | -31.2% | +10.0% | -41.1% | -33.6% |
| 3M | -34.7% | +1.6% | -36.3% | -35.3% |
| 6M | -39.5% | +3.3% | -42.7% | -40.6% |
| YTD | -1.7% | +7.6% | -9.2% | -5.3% |
| 1Y | -1.1% | +3.5% | -4.6% | -3.6% |
| 3Y | +143.9% | +27.7% | +116.2% | +116.1% |
| 5Y | +194.8% | +41.1% | +153.6% | +149.2% |
| 10Y | +739.8% | +178.2% | +561.6% | +440.7% |
| All | +17,723.7% | +2,465.1% | +15,258.7% | +6,558.4% |
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 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