+143.9%
CAT vs EXEL
+231.1%
-87.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | -31.2% | +19.0% | -50.2% | -32.5% |
| 3M | -34.7% | +33.3% | -67.9% | -36.8% |
| 6M | -39.5% | +42.9% | -82.3% | -42.1% |
| YTD | -1.7% | +58.7% | -60.4% | -7.3% |
| 1Y | -1.1% | +70.5% | -71.6% | -7.6% |
| 3Y | +143.9% | +233.8% | -90.0% | +113.4% |
| All | +143.9% | +231.1% | -87.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling