+688.6%
CAT vs XEL
+187.7%
+501.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +7.4% | +2.4% | +5.0% | +6.7% |
| 30D | -19.7% | +8.3% | -28.0% | -21.6% |
| 3M | -29.6% | +4.2% | -33.8% | -30.6% |
| 6M | -33.2% | +3.7% | -36.9% | -34.1% |
| YTD | +5.7% | +13.1% | -7.4% | +1.7% |
| 1Y | +9.3% | +5.0% | +4.4% | +7.4% |
| 3Y | +158.3% | +55.0% | +103.4% | +123.0% |
| 5Y | +211.6% | +51.8% | +159.8% | +168.0% |
| All | +688.6% | +187.7% | +501.0% | +599.4% |
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