+333.5%
CAT vs XEL
+33.1%
+300.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +5.6% | +1.3% | +4.3% | +5.2% |
| 30D | -2.3% | -1.5% | -0.8% | -2.0% |
| 3M | -10.0% | -0.2% | -9.8% | -10.1% |
| 6M | +21.2% | -5.4% | +26.7% | +22.6% |
| YTD | +44.4% | +5.6% | +38.8% | +42.7% |
| 1Y | +96.3% | +10.5% | +85.8% | +91.6% |
| 3Y | +203.9% | +49.2% | +154.7% | +173.9% |
| 5Y | +333.5% | +30.1% | +303.4% | +301.2% |
| All | +333.5% | +33.1% | +300.4% | +301.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling