+96.3%
CAT vs XHB
-15.1%
+111.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.6% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | -2.3% | -9.1% | +6.7% | +3.8% |
| 3M | -10.0% | -2.3% | -7.7% | -8.9% |
| 6M | +21.2% | -4.1% | +25.4% | +23.5% |
| YTD | +44.4% | -1.7% | +46.2% | +46.6% |
| 1Y | +96.3% | -15.1% | +111.4% | +113.0% |
| All | +96.3% | -15.1% | +111.4% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling