+2,499.4%
CAT vs EXPE
+851.4%
+1,648.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +1.7% | -9.5% | +11.2% | +4.5% |
| 30D | -6.6% | -6.6% | +0.1% | -5.1% |
| 3M | -13.3% | +31.4% | -44.7% | -20.7% |
| 6M | +11.6% | +35.2% | -23.6% | +0.1% |
| YTD | +42.9% | +5.8% | +37.1% | +36.1% |
| 1Y | +95.4% | +38.7% | +56.8% | +70.1% |
| 3Y | +196.6% | +175.8% | +20.8% | +103.0% |
| 5Y | +321.7% | +111.8% | +209.8% | +194.7% |
| 10Y | +1,140.8% | +179.7% | +961.1% | +624.0% |
| All | +2,499.4% | +851.4% | +1,648.0% | +591.3% |
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