+8.9%
CAT vs EXEL
+92.4%
-83.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.3% |
| 7D | -17.1% | +9.8% | -26.9% | -18.0% |
| 30D | -30.1% | +23.6% | -53.7% | -32.0% |
| 3M | -32.4% | +29.9% | -62.3% | -34.7% |
| 6M | -32.1% | +64.7% | -96.8% | -37.9% |
| YTD | +4.1% | +66.0% | -61.9% | -6.0% |
| 1Y | +8.9% | +92.0% | -83.1% | -8.3% |
| All | +8.9% | +92.4% | -83.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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