+712.5%
CAT vs XHB
+271.6%
+440.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +5.0% |
| 7D | -2.4% | +1.3% | -3.7% | -3.4% |
| 30D | -25.0% | +11.8% | -36.8% | -30.6% |
| 3M | -28.7% | -3.8% | -24.9% | -27.7% |
| 6M | -33.0% | +4.1% | -37.1% | -35.4% |
| YTD | +5.4% | +4.0% | +1.5% | +1.8% |
| 1Y | +7.3% | +1.6% | +5.7% | +4.9% |
| 3Y | +166.0% | +43.2% | +122.9% | +105.8% |
| 5Y | +210.1% | +35.8% | +174.3% | +142.1% |
| 10Y | +712.5% | +259.3% | +453.2% | +234.0% |
| All | +712.5% | +271.6% | +440.9% | +234.0% |
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