+95.4%
CAT vs XRT
+3.4%
+92.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | -6.6% | -4.2% | -2.4% | -4.6% |
| 3M | -13.3% | +5.1% | -18.4% | -17.0% |
| 6M | +11.6% | +2.4% | +9.2% | +8.0% |
| YTD | +42.9% | +3.2% | +39.8% | +38.4% |
| 1Y | +95.4% | +1.5% | +93.9% | +92.0% |
| All | +95.4% | +3.4% | +92.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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