+96.3%
CAT vs EXE
+3.8%
+92.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.1% |
| 7D | +5.6% | -1.8% | +7.4% | +5.3% |
| 30D | -2.3% | +6.4% | -8.7% | -1.5% |
| 3M | -10.0% | +9.2% | -19.3% | -8.9% |
| 6M | +21.2% | -7.0% | +28.2% | +20.9% |
| YTD | +44.4% | -9.5% | +53.9% | +43.7% |
| 1Y | +96.3% | +6.2% | +90.1% | +107.9% |
| All | +96.3% | +3.8% | +92.5% | +107.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling