+95.4%
CAT vs EXPE
+40.7%
+54.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.7% |
| 7D | +1.7% | -9.5% | +11.2% | +1.4% |
| 30D | -6.6% | -6.6% | +0.1% | -6.8% |
| 3M | -13.3% | +31.4% | -44.7% | -13.5% |
| 6M | +11.6% | +35.2% | -23.6% | +10.8% |
| YTD | +42.9% | +5.8% | +37.1% | +44.3% |
| 1Y | +95.4% | +38.7% | +56.8% | +98.5% |
| All | +95.4% | +40.7% | +54.8% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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