+183.3%
CAT vs XRT
-5.3%
+188.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | -10.3% | +0.9% | -11.2% | -10.9% |
| 30D | -31.2% | +7.9% | -39.1% | -34.4% |
| 3M | -34.7% | -0.2% | -34.5% | -35.1% |
| 6M | -39.5% | +5.6% | -45.0% | -42.1% |
| YTD | -1.7% | +5.7% | -7.3% | -5.8% |
| 1Y | -1.1% | +14.6% | -15.7% | -9.5% |
| 3Y | +143.9% | +50.7% | +93.2% | +93.3% |
| All | +183.3% | -5.3% | +188.6% | +153.4% |
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