+674.0%
CAT vs XYZ
+610.2%
+63.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.8% |
| 7D | -6.3% | +12.6% | -18.9% | -8.4% |
| 30D | -26.8% | +10.8% | -37.6% | -28.3% |
| 3M | -30.0% | +8.4% | -38.4% | -31.3% |
| 6M | -34.6% | +14.3% | -48.9% | -36.7% |
| YTD | +2.9% | +31.5% | -28.6% | -3.6% |
| 1Y | +3.3% | +28.1% | -24.8% | -3.0% |
| 3Y | +153.7% | +66.2% | +87.5% | +121.1% |
| 5Y | +207.3% | -62.3% | +269.6% | +218.6% |
| 10Y | +674.0% | +634.6% | +39.4% | +349.8% |
| All | +674.0% | +610.2% | +63.8% | +349.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling