+212.3%
CAT vs XRT
-2.3%
+214.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +1.7% | -1.4% | +3.2% | +2.6% |
| 30D | -24.6% | +9.8% | -34.3% | -28.6% |
| 3M | -28.5% | +3.3% | -31.8% | -30.2% |
| 6M | -34.8% | +13.6% | -48.4% | -40.0% |
| YTD | +5.9% | +9.1% | -3.1% | -0.1% |
| 1Y | +6.8% | +15.1% | -8.2% | -2.2% |
| 3Y | +161.1% | +59.9% | +101.1% | +101.1% |
| All | +212.3% | -2.3% | +214.6% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling