+5.8%
CAT vs EXEL
+74.8%
-69.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.1% | +6.8% |
| 7D | -2.4% | +2.3% | -4.7% | -2.6% |
| 30D | -25.0% | +19.8% | -44.9% | -26.4% |
| 3M | -28.7% | +32.7% | -61.4% | -31.1% |
| 6M | -33.0% | +49.0% | -81.9% | -36.8% |
| YTD | +5.4% | +63.7% | -58.2% | -3.6% |
| All | +5.8% | +74.8% | -69.0% | -4.9% |
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