+1,157.1%
CAT vs XEL
+146.5%
+1,010.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | -2.6% | -0.9% | -1.7% | -2.4% |
| 3M | -10.7% | -1.4% | -9.3% | -10.5% |
| 6M | +16.1% | -5.8% | +22.0% | +17.9% |
| YTD | +43.2% | +4.7% | +38.5% | +41.3% |
| 1Y | +96.8% | +9.1% | +87.8% | +91.5% |
| 3Y | +201.4% | +47.8% | +153.5% | +165.3% |
| 5Y | +332.7% | +29.0% | +303.7% | +294.0% |
| 10Y | +1,157.1% | +154.0% | +1,003.1% | +1,072.7% |
| All | +1,157.1% | +146.5% | +1,010.6% | +1,072.7% |
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