+5,188.6%
CAT vs EXEL
+340.0%
+4,848.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | -31.2% | +19.0% | -50.2% | -32.8% |
| 3M | -34.7% | +33.3% | -67.9% | -37.2% |
| 6M | -39.5% | +42.9% | -82.3% | -42.5% |
| YTD | -1.7% | +58.7% | -60.4% | -8.1% |
| 1Y | -1.1% | +70.5% | -71.6% | -8.5% |
| 3Y | +143.9% | +233.8% | -90.0% | +102.8% |
| 5Y | +194.8% | +259.3% | -64.6% | +139.6% |
| 10Y | +739.8% | +484.1% | +255.6% | +503.3% |
| All | +5,188.6% | +340.0% | +4,848.6% | +2,585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling