+2,515.8%
CAT vs EXR
+3,094.9%
-579.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -10.3% | +5.2% | -15.5% | -12.2% |
| 30D | -31.2% | +20.9% | -52.1% | -36.4% |
| 3M | -34.7% | +7.7% | -42.4% | -36.9% |
| 6M | -39.5% | +13.2% | -52.7% | -43.0% |
| YTD | -1.7% | +26.5% | -28.1% | -11.4% |
| 1Y | -1.1% | +27.2% | -28.3% | -11.2% |
| 3Y | +143.9% | +71.5% | +72.3% | +88.4% |
| 5Y | +194.8% | +0.4% | +194.4% | +174.3% |
| 10Y | +739.8% | +225.2% | +514.6% | +346.5% |
| All | +2,515.8% | +3,094.9% | -579.1% | +350.1% |
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