+158.3%
CAT vs XHB
+35.8%
+122.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.3% |
| 7D | +7.4% | -0.2% | +7.7% | +7.6% |
| 30D | -19.7% | +9.9% | -29.6% | -24.8% |
| 3M | -29.6% | -6.3% | -23.3% | -27.2% |
| 6M | -33.2% | +3.8% | -37.0% | -35.4% |
| YTD | +5.7% | +0.1% | +5.5% | +4.6% |
| 1Y | +9.3% | -0.8% | +10.2% | +8.7% |
| 3Y | +158.3% | +35.6% | +122.7% | +105.7% |
| All | +158.3% | +35.8% | +122.5% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling