+234.2%
CAT vs EXE
+155.8%
+78.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.8% |
| 7D | -2.4% | -3.9% | +1.5% | -1.4% |
| 30D | -25.0% | -2.6% | -22.4% | -24.5% |
| 3M | -28.7% | -6.9% | -21.9% | -27.7% |
| 6M | -33.0% | -9.3% | -23.7% | -31.8% |
| YTD | +5.4% | -20.7% | +26.2% | +10.2% |
| 1Y | +7.3% | -21.8% | +29.1% | +12.3% |
| 3Y | +166.0% | +16.2% | +149.8% | +143.8% |
| 5Y | +210.1% | +61.1% | +149.0% | +157.0% |
| All | +234.2% | +155.8% | +78.3% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling