+25,808.1%
CAT vs XEL
+1,934.3%
+23,873.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | -6.6% | -1.9% | -4.6% | -6.1% |
| 3M | -13.3% | -1.9% | -11.4% | -13.0% |
| 6M | +11.6% | -7.4% | +19.1% | +14.1% |
| YTD | +42.9% | +4.1% | +38.9% | +41.0% |
| 1Y | +95.4% | +8.0% | +87.4% | +90.1% |
| 3Y | +196.6% | +48.4% | +148.2% | +157.9% |
| 5Y | +321.7% | +27.2% | +294.4% | +281.1% |
| 10Y | +1,140.8% | +146.8% | +994.0% | +792.3% |
| All | +25,808.1% | +1,934.3% | +23,873.8% | +8,646.7% |
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