+333.5%
CAT vs XYZ
-69.7%
+403.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.6% |
| 7D | +5.6% | +2.9% | +2.7% | +5.1% |
| 30D | -2.3% | +1.4% | -3.7% | -2.7% |
| 3M | -10.0% | +14.6% | -24.6% | -12.3% |
| 6M | +21.2% | +20.8% | +0.5% | +16.8% |
| YTD | +44.4% | +23.1% | +21.4% | +37.8% |
| 1Y | +96.3% | +5.6% | +90.6% | +91.4% |
| 3Y | +203.9% | +50.9% | +153.0% | +173.0% |
| 5Y | +333.5% | -68.6% | +402.1% | +328.3% |
| All | +333.5% | -69.7% | +403.2% | +328.3% |
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