+688.6%
CAT vs XYZ
+597.9%
+90.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.3% |
| 7D | +7.4% | -1.1% | +8.5% | +7.6% |
| 30D | -19.7% | +11.5% | -31.2% | -21.5% |
| 3M | -29.6% | +1.8% | -31.4% | -30.2% |
| 6M | -33.2% | +21.2% | -54.4% | -36.0% |
| YTD | +5.7% | +29.9% | -24.3% | -0.9% |
| 1Y | +9.3% | +35.8% | -26.4% | +1.6% |
| 3Y | +158.3% | +62.6% | +95.7% | +125.9% |
| 5Y | +211.6% | -62.8% | +274.4% | +223.7% |
| All | +688.6% | +597.9% | +90.8% | +366.7% |
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