+688.6%
CAT vs XBI
+129.6%
+559.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +7.4% | -1.1% | +8.5% | +7.9% |
| 30D | -19.7% | +2.6% | -22.2% | -20.5% |
| 3M | -29.6% | -4.0% | -25.6% | -28.9% |
| 6M | -33.2% | +10.9% | -44.1% | -36.3% |
| YTD | +5.7% | +23.6% | -17.9% | -3.5% |
| 1Y | +9.3% | +35.1% | -25.8% | -3.4% |
| 3Y | +158.3% | +125.2% | +33.1% | +86.8% |
| 5Y | +211.6% | +19.7% | +191.9% | +175.9% |
| All | +688.6% | +129.6% | +559.1% | +410.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling