+210.1%
CAT vs XYZ
-62.9%
+273.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +6.7% |
| 7D | -2.4% | +14.9% | -17.3% | -4.7% |
| 30D | -25.0% | +14.7% | -39.7% | -26.8% |
| 3M | -28.7% | +12.1% | -40.8% | -30.3% |
| 6M | -33.0% | +18.3% | -51.3% | -35.3% |
| YTD | +5.4% | +36.1% | -30.6% | -1.3% |
| 1Y | +7.3% | +35.3% | -28.1% | +0.4% |
| 3Y | +166.0% | +73.5% | +92.6% | +133.9% |
| 5Y | +210.1% | -61.6% | +271.7% | +186.2% |
| All | +210.1% | -62.9% | +273.0% | +186.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling