+353.1%
CAT vs EXE
+191.4%
+161.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | -6.6% | +8.5% | -15.0% | -8.4% |
| 3M | -13.3% | +5.5% | -18.8% | -14.6% |
| 6M | +11.6% | -5.9% | +17.5% | +12.6% |
| YTD | +42.9% | -9.7% | +52.7% | +45.0% |
| 1Y | +95.4% | +3.6% | +91.9% | +89.4% |
| 3Y | +196.6% | +18.0% | +178.6% | +172.4% |
| 5Y | +321.7% | +109.4% | +212.2% | +226.2% |
| All | +353.1% | +191.4% | +161.7% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling