+166.0%
CAT vs XEL
+50.3%
+115.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.1% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -25.0% | +8.7% | -33.7% | -26.1% |
| 3M | -28.7% | +3.5% | -32.2% | -29.2% |
| 6M | -33.0% | +2.6% | -35.6% | -33.4% |
| YTD | +5.4% | +11.1% | -5.6% | +4.0% |
| 1Y | +7.3% | +2.2% | +5.1% | +6.7% |
| 3Y | +166.0% | +51.1% | +114.9% | +153.5% |
| All | +166.0% | +50.3% | +115.8% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling