+712.5%
CAT vs XME
+294.4%
+418.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.5% | +1.7% | +3.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -25.0% | -7.3% | -17.7% | -21.3% |
| 3M | -28.7% | -14.8% | -14.0% | -21.6% |
| 6M | -33.0% | -18.4% | -14.6% | -24.7% |
| YTD | +5.4% | -4.7% | +10.1% | +7.0% |
| 1Y | +7.3% | +5.7% | +1.6% | +2.0% |
| 3Y | +166.0% | +104.0% | +62.1% | +65.3% |
| 5Y | +210.1% | +122.4% | +87.7% | +75.8% |
| 10Y | +712.5% | +285.4% | +427.2% | +218.2% |
| All | +712.5% | +294.4% | +418.2% | +218.2% |
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