+6.5%
CAT vs XME
+0.8%
+5.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.9% |
| 7D | +9.3% | +5.3% | +4.0% | +5.8% |
| 30D | -21.5% | -8.2% | -13.3% | -17.1% |
| 3M | -29.1% | -18.4% | -10.7% | -20.0% |
| 6M | -33.4% | -22.8% | -10.5% | -23.1% |
| YTD | +6.6% | -7.9% | +14.4% | +6.5% |
| 1Y | +6.5% | -0.9% | +7.4% | +2.6% |
| All | +6.5% | +0.8% | +5.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling