+1,862.2%
CAT vs XHB
+173.9%
+1,688.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.2% |
| 7D | +1.7% | -1.3% | +3.0% | +2.5% |
| 30D | -6.6% | -6.9% | +0.3% | -2.7% |
| 3M | -13.3% | -1.3% | -12.0% | -12.8% |
| 6M | +11.6% | -6.8% | +18.4% | +16.2% |
| YTD | +42.9% | +0.7% | +42.2% | +42.1% |
| 1Y | +95.4% | -11.2% | +106.7% | +108.3% |
| 3Y | +196.6% | +25.3% | +171.3% | +154.8% |
| 5Y | +321.7% | +37.3% | +284.3% | +234.6% |
| 10Y | +1,140.8% | +211.5% | +929.3% | +494.0% |
| All | +1,862.2% | +173.9% | +1,688.3% | +674.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling