+158.3%
CAT vs EXEL
+230.5%
-72.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +7.4% | -0.8% | +8.3% | +7.6% |
| 30D | -19.7% | +13.1% | -32.8% | -20.7% |
| 3M | -29.6% | +36.3% | -65.9% | -32.1% |
| 6M | -33.2% | +34.5% | -67.7% | -35.6% |
| YTD | +5.7% | +57.4% | -51.8% | -0.3% |
| 1Y | +9.3% | +62.9% | -53.6% | +2.7% |
| 3Y | +158.3% | +229.5% | -71.2% | +124.7% |
| All | +158.3% | +230.5% | -72.1% | +124.7% |
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