+96.8%
CAT vs XOP
+54.2%
+42.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +2.9% | +1.0% | +2.0% | +3.1% |
| 30D | -2.6% | +10.8% | -13.5% | -1.4% |
| 3M | -10.7% | +19.5% | -30.1% | -8.6% |
| 6M | +16.1% | +21.6% | -5.4% | +16.5% |
| YTD | +43.2% | +55.8% | -12.6% | +37.3% |
| 1Y | +96.8% | +54.6% | +42.2% | +90.5% |
| All | +96.8% | +54.2% | +42.7% | +90.5% |
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