+1,126.0%
CAT vs XOP
+52.0%
+1,074.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.4% |
| 7D | +5.6% | +0.6% | +4.9% | +5.3% |
| 30D | -2.3% | +16.5% | -18.9% | -8.3% |
| 3M | -10.0% | +15.7% | -25.7% | -15.8% |
| 6M | +21.2% | +19.2% | +2.0% | +10.7% |
| YTD | +44.4% | +55.0% | -10.5% | +17.8% |
| 1Y | +96.3% | +54.2% | +42.1% | +59.6% |
| 3Y | +203.9% | +35.9% | +168.0% | +157.5% |
| 5Y | +333.5% | +162.4% | +171.1% | +172.8% |
| 10Y | +1,126.0% | +50.2% | +1,075.9% | +783.0% |
| All | +1,126.0% | +52.0% | +1,074.0% | +783.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling