+1,759.1%
CAT vs XME
+242.3%
+1,516.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 3M | -13.3% | -7.7% | -5.6% | -9.6% |
| 6M | +11.6% | +1.0% | +10.7% | +10.3% |
| YTD | +42.9% | +14.6% | +28.3% | +30.6% |
| 1Y | +95.4% | +46.0% | +49.5% | +54.3% |
| 3Y | +196.6% | +127.0% | +69.6% | +79.5% |
| 5Y | +321.7% | +175.8% | +145.8% | +121.0% |
| 10Y | +1,140.8% | +414.6% | +726.2% | +331.2% |
| All | +1,759.1% | +242.3% | +1,516.8% | +529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling