+19,008.0%
CAT vs XEL
+2,071.3%
+16,936.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.0% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -25.0% | +8.7% | -33.7% | -27.0% |
| 3M | -28.7% | +3.5% | -32.2% | -29.7% |
| 6M | -33.0% | +2.6% | -35.6% | -33.8% |
| YTD | +5.4% | +11.1% | -5.6% | +1.7% |
| 1Y | +7.3% | +2.2% | +5.1% | +6.0% |
| 3Y | +166.0% | +51.1% | +114.9% | +129.8% |
| 5Y | +210.1% | +48.0% | +162.1% | +167.1% |
| 10Y | +712.5% | +175.3% | +537.2% | +464.9% |
| All | +19,008.0% | +2,071.3% | +16,936.7% | +6,209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling