+3.3%
CAT vs XYZ
+28.4%
-25.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.2% |
| 7D | -6.3% | +12.6% | -18.9% | -6.6% |
| 30D | -26.8% | +10.8% | -37.6% | -27.0% |
| 3M | -30.0% | +8.4% | -38.4% | -30.1% |
| 6M | -34.6% | +14.3% | -48.9% | -35.3% |
| YTD | +2.9% | +31.5% | -28.6% | +0.1% |
| 1Y | +3.3% | +28.1% | -24.8% | +0.6% |
| All | +3.3% | +28.4% | -25.1% | +0.6% |
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