+96.8%
CAT vs XYZ
+5.0%
+91.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | +2.9% | -3.7% | +6.6% | +3.3% |
| 30D | -2.6% | +0.5% | -3.2% | -2.7% |
| 3M | -10.7% | +16.3% | -26.9% | -12.1% |
| 6M | +16.1% | +21.1% | -5.0% | +13.0% |
| YTD | +43.2% | +22.0% | +21.2% | +39.9% |
| 1Y | +96.8% | +5.2% | +91.7% | +92.8% |
| All | +96.8% | +5.0% | +91.8% | +92.8% |
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 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