+1,179.0%
CAT vs XOP
+67.4%
+1,111.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | -14.7% | +4.4% | -3.3% |
| 30D | -31.2% | -7.7% | -23.5% | -28.8% |
| 3M | -34.7% | +4.4% | -39.1% | -36.4% |
| 6M | -39.5% | +3.5% | -43.0% | -41.5% |
| YTD | -1.7% | +39.4% | -41.1% | -18.9% |
| 1Y | -1.1% | +39.8% | -40.9% | -18.8% |
| 3Y | +143.9% | +29.7% | +114.2% | +104.5% |
| 5Y | +194.8% | +78.6% | +116.2% | +102.5% |
| 10Y | +739.8% | +51.8% | +687.9% | +429.5% |
| All | +1,179.0% | +67.4% | +1,111.6% | +509.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling