+7,587.3%
CAT vs EXEL
+273.2%
+7,314.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | +8.4% | -6.7% | +0.6% |
| 30D | -6.6% | +4.1% | -10.6% | -7.2% |
| 3M | -13.3% | +12.4% | -25.7% | -14.8% |
| 6M | +11.6% | +41.5% | -29.9% | +6.2% |
| YTD | +42.9% | +34.6% | +8.3% | +36.7% |
| 1Y | +95.4% | +57.9% | +37.6% | +82.5% |
| 3Y | +196.6% | +159.5% | +37.1% | +154.9% |
| 5Y | +321.7% | +198.5% | +123.2% | +251.3% |
| 10Y | +1,140.8% | +411.4% | +729.4% | +802.4% |
| All | +7,587.3% | +273.2% | +7,314.1% | +3,893.0% |
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