+18,551.4%
CAT vs XEL
+2,069.9%
+16,481.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -6.3% | +1.7% | -8.0% | -6.8% |
| 30D | -26.8% | +8.6% | -35.4% | -28.8% |
| 3M | -30.0% | +5.1% | -35.1% | -31.3% |
| 6M | -34.6% | +2.5% | -37.1% | -35.3% |
| YTD | +2.9% | +11.0% | -8.1% | -0.7% |
| 1Y | +3.3% | +2.7% | +0.5% | +1.9% |
| 3Y | +153.7% | +49.7% | +104.0% | +119.8% |
| 5Y | +207.3% | +46.1% | +161.2% | +165.8% |
| 10Y | +674.0% | +181.5% | +492.5% | +434.6% |
| All | +18,551.4% | +2,069.9% | +16,481.5% | +6,060.1% |
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