+158.3%
CAT vs XBI
+128.3%
+30.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +7.4% | -1.1% | +8.5% | +8.0% |
| 30D | -19.7% | +2.6% | -22.2% | -20.7% |
| 3M | -29.6% | -4.0% | -25.6% | -28.8% |
| 6M | -33.2% | +10.9% | -44.1% | -37.4% |
| YTD | +5.7% | +23.6% | -17.9% | -6.4% |
| 1Y | +9.3% | +35.1% | -25.8% | -7.3% |
| 3Y | +158.3% | +125.2% | +33.1% | +71.3% |
| All | +158.3% | +128.3% | +30.0% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling