+213.9%
CAT vs EXR
-1.8%
+215.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | -0.4% | +7.9% | +7.6% |
| 30D | -19.7% | +18.2% | -37.9% | -23.4% |
| 3M | -29.6% | +7.3% | -36.9% | -31.1% |
| 6M | -33.2% | +13.8% | -47.0% | -36.0% |
| YTD | +5.7% | +25.9% | -20.3% | -1.6% |
| 1Y | +9.3% | +25.8% | -16.5% | +1.8% |
| 3Y | +158.3% | +53.7% | +104.6% | +123.0% |
| All | +213.9% | -1.8% | +215.7% | +194.4% |
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