+95.4%
CAT vs XBI
+75.8%
+19.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | -6.6% | +7.1% | -13.6% | -10.1% |
| 3M | -13.3% | +22.9% | -36.2% | -22.7% |
| 6M | +11.6% | +29.7% | -18.1% | -3.9% |
| YTD | +42.9% | +34.5% | +8.5% | +21.4% |
| 1Y | +95.4% | +76.1% | +19.4% | +46.0% |
| All | +95.4% | +75.8% | +19.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling