+201.7%
CAT vs XME
+134.1%
+67.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -6.6% | +6.0% | -12.5% | -10.2% |
| 3M | -13.3% | -7.7% | -5.6% | -9.5% |
| 6M | +11.6% | +1.0% | +10.7% | +9.7% |
| YTD | +42.9% | +14.6% | +28.3% | +28.8% |
| 1Y | +95.4% | +46.0% | +49.5% | +49.2% |
| All | +201.7% | +134.1% | +67.6% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling