+2,492.4%
CAT vs EXR
+3,113.6%
-621.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -14.5% | +6.8% | -21.3% | -16.8% |
| 30D | -35.7% | +19.6% | -55.3% | -40.4% |
| 3M | -36.3% | +8.0% | -44.3% | -38.5% |
| 6M | -38.5% | +17.2% | -55.7% | -42.9% |
| YTD | -2.5% | +27.2% | -29.8% | -12.4% |
| 1Y | -1.9% | +26.1% | -28.0% | -11.6% |
| 3Y | +139.2% | +70.7% | +68.5% | +85.2% |
| 5Y | +192.1% | +1.0% | +191.2% | +171.3% |
| 10Y | +732.3% | +227.1% | +505.2% | +341.5% |
| All | +2,492.4% | +3,113.6% | -621.1% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling