+8.9%
CAT vs XYZ
+19.9%
-11.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +15.3% | -20.5% | -5.8% |
| 7D | -17.1% | +16.5% | -33.6% | -17.7% |
| 30D | -30.1% | +15.0% | -45.1% | -30.5% |
| 3M | -32.4% | +3.5% | -35.9% | -32.2% |
| 6M | -32.1% | +21.9% | -54.0% | -33.3% |
| YTD | +4.1% | +34.6% | -30.5% | +1.3% |
| 1Y | +8.9% | +20.7% | -11.8% | +8.0% |
| All | +8.9% | +19.9% | -11.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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