+92.1%
CAT vs XBI
+65.5%
+26.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | +0.6% | -4.6% | +5.2% | +2.9% |
| 30D | -4.5% | -0.8% | -3.8% | -4.6% |
| 3M | -5.8% | +21.8% | -27.6% | -16.0% |
| 6M | +12.7% | +23.2% | -10.4% | -0.7% |
| YTD | +41.4% | +28.7% | +12.6% | +22.2% |
| 1Y | +92.1% | +67.8% | +24.3% | +41.9% |
| All | +92.1% | +65.5% | +26.5% | +41.9% |
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