+8.9%
CAT vs EXR
+28.1%
-19.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -5.5% |
| 7D | -17.1% | +11.3% | -28.4% | -18.4% |
| 30D | -30.1% | +21.2% | -51.3% | -32.6% |
| 3M | -32.4% | +8.7% | -41.1% | -33.1% |
| 6M | -32.1% | +18.2% | -50.3% | -35.9% |
| YTD | +4.1% | +27.9% | -23.9% | -3.4% |
| 1Y | +8.9% | +28.3% | -19.4% | 0.0% |
| All | +8.9% | +28.1% | -19.2% | 0.0% |
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