+332.7%
CAT vs XBI
+21.6%
+311.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.3% |
| 7D | +2.9% | -3.6% | +6.6% | +4.2% |
| 30D | -2.6% | +0.9% | -3.5% | -3.1% |
| 3M | -10.7% | +21.4% | -32.1% | -16.6% |
| 6M | +16.1% | +25.5% | -9.4% | +7.1% |
| YTD | +43.2% | +30.8% | +12.4% | +30.2% |
| 1Y | +96.8% | +68.6% | +28.3% | +65.2% |
| 3Y | +201.4% | +103.9% | +97.4% | +137.7% |
| 5Y | +332.7% | +20.8% | +311.9% | +278.1% |
| All | +332.7% | +21.6% | +311.1% | +278.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling