+213.9%
CAT vs XOP
+94.3%
+119.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.2% |
| 7D | +7.4% | +6.3% | +1.1% | +4.9% |
| 30D | -19.7% | -6.6% | -13.1% | -17.7% |
| 3M | -29.6% | +3.6% | -33.2% | -30.9% |
| 6M | -33.2% | +10.8% | -44.0% | -36.7% |
| YTD | +5.7% | +48.3% | -42.6% | -13.8% |
| 1Y | +9.3% | +42.9% | -33.6% | -9.5% |
| 3Y | +158.3% | +43.3% | +115.0% | +109.8% |
| All | +213.9% | +94.3% | +119.6% | +127.7% |
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