+1,179.0%
CAT vs XRT
+529.0%
+649.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.1% |
| 7D | -10.3% | +0.9% | -11.2% | -11.2% |
| 30D | -31.2% | +7.9% | -39.1% | -35.3% |
| 3M | -34.7% | -0.2% | -34.5% | -35.4% |
| 6M | -39.5% | +5.6% | -45.0% | -42.8% |
| YTD | -1.7% | +5.7% | -7.3% | -6.9% |
| 1Y | -1.1% | +14.6% | -15.7% | -11.5% |
| 3Y | +143.9% | +50.7% | +93.2% | +79.0% |
| 5Y | +194.8% | -4.8% | +199.6% | +183.5% |
| 10Y | +739.8% | +152.6% | +587.1% | +249.3% |
| All | +1,179.0% | +529.0% | +649.9% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling