+695.3%
CAT vs XME
+266.4%
+428.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.9% |
| 7D | +9.3% | +5.3% | +4.0% | +5.9% |
| 30D | -21.5% | -8.2% | -13.3% | -17.2% |
| 3M | -29.1% | -18.4% | -10.7% | -19.9% |
| 6M | -33.4% | -22.8% | -10.5% | -22.6% |
| YTD | +6.6% | -7.9% | +14.4% | +10.4% |
| 1Y | +6.5% | -0.9% | +7.4% | +5.4% |
| 3Y | +162.7% | +96.0% | +66.7% | +67.2% |
| 5Y | +214.2% | +110.3% | +103.9% | +84.4% |
| All | +695.3% | +266.4% | +428.9% | +218.8% |
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