+1,312.6%
CAT vs XHB
+175.2%
+1,137.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -0.9% |
| 7D | -6.3% | +1.2% | -7.5% | -7.1% |
| 30D | -26.8% | +8.9% | -35.7% | -30.9% |
| 3M | -30.0% | -4.2% | -25.9% | -29.0% |
| 6M | -34.6% | +1.4% | -35.9% | -35.8% |
| YTD | +2.9% | +1.2% | +1.7% | +1.1% |
| 1Y | +3.3% | -1.3% | +4.6% | +2.8% |
| 3Y | +153.7% | +36.6% | +117.1% | +105.8% |
| 5Y | +207.3% | +34.3% | +173.0% | +144.9% |
| 10Y | +674.0% | +241.1% | +433.0% | +249.0% |
| All | +1,312.6% | +175.2% | +1,137.4% | +451.3% |
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