+25,808.1%
CAT vs EXC
+2,353.7%
+23,454.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -6.6% | -3.7% | -2.8% | -5.4% |
| 3M | -13.3% | -1.3% | -12.0% | -13.3% |
| 6M | +11.6% | -9.7% | +21.3% | +14.9% |
| YTD | +42.9% | +2.9% | +40.1% | +40.2% |
| 1Y | +95.4% | +4.4% | +91.0% | +90.2% |
| 3Y | +196.6% | +22.2% | +174.4% | +167.5% |
| 5Y | +321.7% | +46.7% | +274.9% | +252.1% |
| 10Y | +1,140.8% | +155.3% | +985.4% | +725.2% |
| All | +25,808.1% | +2,353.7% | +23,454.4% | +9,761.5% |
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