+183.3%
CAT vs EXR
-0.3%
+183.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -10.3% | +5.2% | -15.5% | -11.5% |
| 30D | -31.2% | +20.9% | -52.1% | -34.8% |
| 3M | -34.7% | +7.7% | -42.4% | -36.1% |
| 6M | -39.5% | +13.2% | -52.7% | -41.9% |
| YTD | -1.7% | +26.5% | -28.1% | -8.5% |
| 1Y | -1.1% | +27.2% | -28.3% | -8.3% |
| 3Y | +143.9% | +71.5% | +72.3% | +104.0% |
| All | +183.3% | -0.3% | +183.6% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling