+183.3%
CAT vs EXPE
+43.3%
+139.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.8% |
| 7D | -10.3% | -9.3% | -1.0% | -9.0% |
| 30D | -31.2% | +0.1% | -31.3% | -31.7% |
| 3M | -34.7% | -15.3% | -19.3% | -33.4% |
| 6M | -39.5% | +5.5% | -45.0% | -41.6% |
| YTD | -1.7% | -8.0% | +6.3% | -3.2% |
| 1Y | -1.1% | +18.9% | -20.0% | -9.2% |
| 3Y | +143.9% | +135.5% | +8.3% | +81.9% |
| All | +183.3% | +43.3% | +139.9% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling