+96.3%
CAT vs EXEL
+52.8%
+43.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +5.6% | +1.4% | +4.2% | +5.4% |
| 30D | -2.3% | +6.7% | -9.0% | -3.1% |
| 3M | -10.0% | +11.5% | -21.5% | -11.4% |
| 6M | +21.2% | +38.8% | -17.5% | +15.5% |
| YTD | +44.4% | +31.6% | +12.9% | +37.8% |
| 1Y | +96.3% | +53.0% | +43.3% | +84.3% |
| All | +96.3% | +52.8% | +43.5% | +84.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling