+1,759.1%
CAT vs XRT
+514.3%
+1,244.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.2% |
| 30D | -6.6% | -4.2% | -2.4% | -4.0% |
| 3M | -13.3% | +5.1% | -18.4% | -16.8% |
| 6M | +11.6% | +2.4% | +9.2% | +9.0% |
| YTD | +42.9% | +3.2% | +39.8% | +39.0% |
| 1Y | +95.4% | +1.5% | +93.9% | +91.4% |
| 3Y | +196.6% | +40.6% | +156.0% | +130.5% |
| 5Y | +321.7% | -1.0% | +322.6% | +296.9% |
| 10Y | +1,140.8% | +128.4% | +1,012.4% | +463.6% |
| All | +1,759.1% | +514.3% | +1,244.8% | +236.4% |
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 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