+1,271.1%
CAT vs XME
+184.7%
+1,086.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.5% | +1.7% | +4.0% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -25.0% | -7.3% | -17.7% | -21.5% |
| 3M | -28.7% | -14.8% | -14.0% | -22.0% |
| 6M | -33.0% | -18.4% | -14.6% | -25.1% |
| YTD | +5.4% | -4.7% | +10.1% | +7.2% |
| 1Y | +7.3% | +5.7% | +1.6% | +2.6% |
| 3Y | +166.0% | +104.0% | +62.1% | +71.3% |
| 5Y | +210.1% | +122.4% | +87.7% | +84.4% |
| 10Y | +712.5% | +285.4% | +427.2% | +234.1% |
| All | +1,271.1% | +184.7% | +1,086.4% | +416.7% |
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