+1,126.0%
CAT vs XME
+401.9%
+724.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +5.6% | +3.6% | +1.9% | +3.3% |
| 30D | -2.3% | +3.6% | -6.0% | -4.7% |
| 3M | -10.0% | +1.2% | -11.2% | -11.0% |
| 6M | +21.2% | +9.0% | +12.2% | +14.1% |
| YTD | +44.4% | +15.9% | +28.5% | +30.1% |
| 1Y | +96.3% | +43.2% | +53.1% | +54.1% |
| 3Y | +203.9% | +137.4% | +66.5% | +72.3% |
| 5Y | +333.5% | +185.0% | +148.4% | +110.8% |
| 10Y | +1,126.0% | +409.5% | +716.6% | +288.5% |
| All | +1,126.0% | +401.9% | +724.1% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling