+235.7%
CAT vs EXE
+163.8%
+71.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +1.7% | +1.5% | +0.2% | +1.4% |
| 30D | -24.6% | -0.2% | -24.4% | -24.5% |
| 3M | -28.5% | -9.2% | -19.3% | -27.0% |
| 6M | -34.8% | -7.2% | -27.6% | -34.0% |
| YTD | +5.9% | -18.3% | +24.2% | +9.9% |
| 1Y | +6.8% | -23.6% | +30.4% | +12.7% |
| 3Y | +161.1% | +21.9% | +139.1% | +136.3% |
| 5Y | +213.4% | +73.7% | +139.8% | +155.3% |
| All | +235.7% | +163.8% | +71.9% | +144.3% |
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