-39.5%
CAT vs XME
-23.0%
-16.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.4% | -1.2% |
| 7D | -10.3% | -4.5% | -5.8% | -7.7% |
| 30D | -31.2% | -10.9% | -20.3% | -26.2% |
| 3M | -34.7% | -15.3% | -19.4% | -28.4% |
| 6M | -39.5% | -24.6% | -14.9% | -30.1% |
| All | -39.5% | -23.0% | -16.5% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling