+1,249.9%
CAT vs XHB
+172.9%
+1,077.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.8% |
| 7D | -10.3% | +1.3% | -11.6% | -11.3% |
| 30D | -31.2% | +7.8% | -39.0% | -34.8% |
| 3M | -34.7% | -5.5% | -29.2% | -33.2% |
| 6M | -39.5% | -2.6% | -36.9% | -39.2% |
| YTD | -1.7% | +0.4% | -2.0% | -3.0% |
| 1Y | -1.1% | -1.0% | -0.1% | -1.8% |
| 3Y | +143.9% | +37.3% | +106.6% | +97.0% |
| 5Y | +194.8% | +33.7% | +161.1% | +135.3% |
| 10Y | +739.8% | +256.9% | +482.9% | +269.0% |
| All | +1,249.9% | +172.9% | +1,077.0% | +429.0% |
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 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