+326.0%
CAT vs XOP
+156.6%
+169.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.1% |
| 7D | +1.7% | +2.6% | -0.9% | +0.7% |
| 30D | -6.6% | +15.4% | -22.0% | -11.8% |
| 3M | -13.3% | +12.1% | -25.4% | -17.7% |
| 6M | +11.6% | +19.7% | -8.1% | +1.4% |
| YTD | +42.9% | +52.4% | -9.4% | +15.9% |
| 1Y | +95.4% | +47.6% | +47.9% | +59.8% |
| 3Y | +196.6% | +34.4% | +162.2% | +148.8% |
| All | +326.0% | +156.6% | +169.4% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling