+1,134.9%
CAT vs EXR
+148.5%
+986.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | +1.7% | -2.6% | +4.3% | +2.5% |
| 30D | -6.6% | -7.2% | +0.6% | -4.6% |
| 3M | -13.3% | -3.5% | -9.8% | -12.8% |
| 6M | +11.6% | -5.3% | +16.9% | +12.9% |
| YTD | +42.9% | +9.4% | +33.6% | +38.6% |
| 1Y | +95.4% | +1.3% | +94.1% | +93.1% |
| 3Y | +196.6% | +22.4% | +174.2% | +172.4% |
| 5Y | +321.7% | -12.2% | +333.9% | +317.5% |
| All | +1,134.9% | +148.5% | +986.4% | +832.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling