+1,157.1%
CAT vs XHB
+202.9%
+954.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.1% |
| 7D | +2.9% | -1.9% | +4.9% | +4.1% |
| 30D | -2.6% | -8.3% | +5.7% | +2.6% |
| 3M | -10.7% | -7.1% | -3.5% | -6.7% |
| 6M | +16.1% | -5.3% | +21.4% | +19.9% |
| YTD | +43.2% | -3.2% | +46.4% | +45.7% |
| 1Y | +96.8% | -13.9% | +110.7% | +114.3% |
| 3Y | +201.4% | +24.9% | +176.4% | +155.5% |
| 5Y | +332.7% | +34.5% | +298.2% | +241.3% |
| 10Y | +1,157.1% | +215.5% | +941.7% | +435.1% |
| All | +1,157.1% | +202.9% | +954.2% | +435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling