+5.8%
CAT vs XOP
+36.1%
-30.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.2% |
| 7D | -2.4% | -10.0% | +7.6% | -3.4% |
| 30D | -25.0% | -9.1% | -15.9% | -25.6% |
| 3M | -28.7% | +5.1% | -33.8% | -27.5% |
| 6M | -33.0% | +6.4% | -39.4% | -31.5% |
| YTD | +5.4% | +39.7% | -34.3% | -0.6% |
| All | +5.8% | +36.1% | -30.3% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling