+160.5%
CAT vs EXPE
+124.3%
+36.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +9.3% | -4.2% | +13.5% | +9.9% |
| 30D | -21.5% | -4.5% | -17.0% | -21.3% |
| 3M | -29.1% | -19.7% | -9.4% | -27.4% |
| 6M | -33.4% | +18.3% | -51.6% | -36.6% |
| YTD | +6.6% | -7.3% | +13.9% | +5.6% |
| 1Y | +6.5% | -3.9% | +10.4% | +4.5% |
| All | +160.5% | +124.3% | +36.2% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling