+1,771.4%
CAT vs EXPE
+710.1%
+1,061.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.8% |
| 7D | -6.3% | -11.2% | +4.9% | -3.7% |
| 30D | -26.8% | -7.5% | -19.3% | -26.0% |
| 3M | -30.0% | -19.1% | -11.0% | -27.2% |
| 6M | -34.6% | +10.7% | -45.3% | -38.3% |
| YTD | +2.9% | -9.9% | +12.8% | +0.8% |
| 1Y | +3.3% | -4.6% | +7.9% | -0.6% |
| 3Y | +153.7% | +116.8% | +36.9% | +84.4% |
| 5Y | +207.3% | +38.6% | +168.7% | +140.8% |
| 10Y | +674.0% | +115.9% | +558.2% | +379.6% |
| All | +1,771.4% | +710.1% | +1,061.2% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling