+95.4%
CAT vs EXR
+1.1%
+94.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.0% |
| 7D | +1.7% | -2.6% | +4.3% | +2.2% |
| 30D | -6.6% | -7.2% | +0.6% | -5.3% |
| 3M | -13.3% | -3.5% | -9.8% | -13.5% |
| 6M | +11.6% | -5.3% | +16.9% | +10.1% |
| YTD | +42.9% | +9.4% | +33.6% | +39.7% |
| 1Y | +95.4% | +1.3% | +94.1% | +84.7% |
| All | +95.4% | +1.1% | +94.4% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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