+326.0%
CAT vs EXR
-11.8%
+337.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | +1.7% | -2.6% | +4.3% | +2.4% |
| 30D | -6.6% | -7.2% | +0.6% | -4.6% |
| 3M | -13.3% | -3.5% | -9.8% | -12.9% |
| 6M | +11.6% | -5.3% | +16.9% | +12.7% |
| YTD | +42.9% | +9.4% | +33.6% | +38.6% |
| 1Y | +95.4% | +1.3% | +94.1% | +92.9% |
| 3Y | +196.6% | +22.4% | +174.2% | +172.2% |
| All | +326.0% | -11.8% | +337.8% | +308.4% |
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