+158.3%
CAT vs XOP
+43.8%
+114.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | +7.4% | +6.3% | +1.1% | +5.3% |
| 30D | -19.7% | -6.6% | -13.1% | -18.1% |
| 3M | -29.6% | +3.6% | -33.2% | -30.7% |
| 6M | -33.2% | +10.8% | -44.0% | -36.1% |
| YTD | +5.7% | +48.3% | -42.6% | -14.6% |
| 1Y | +9.3% | +42.9% | -33.6% | -10.2% |
| 3Y | +158.3% | +43.3% | +115.0% | +106.2% |
| All | +158.3% | +43.8% | +114.5% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling