+700.3%
CAT vs XEL
+185.3%
+515.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -24.6% | +9.3% | -33.9% | -26.6% |
| 3M | -28.5% | +5.3% | -33.8% | -29.7% |
| 6M | -34.8% | +2.2% | -37.0% | -35.4% |
| YTD | +5.9% | +12.3% | -6.4% | +2.1% |
| 1Y | +6.8% | +3.0% | +3.8% | +5.5% |
| 3Y | +161.1% | +51.6% | +109.5% | +126.9% |
| 5Y | +213.4% | +50.0% | +163.4% | +170.6% |
| 10Y | +700.3% | +183.8% | +516.5% | +613.1% |
| All | +700.3% | +185.3% | +515.1% | +613.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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