+1,394.3%
CAT vs XYZ
+638.9%
+755.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.8% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | -6.6% | -1.7% | -4.8% | -6.4% |
| 3M | -13.3% | +16.7% | -30.0% | -15.8% |
| 6M | +11.6% | +26.9% | -15.2% | +6.5% |
| YTD | +42.9% | +27.1% | +15.8% | +35.4% |
| 1Y | +95.4% | +9.3% | +86.2% | +89.2% |
| 3Y | +196.6% | +42.3% | +154.3% | +166.3% |
| 5Y | +321.7% | -69.3% | +391.0% | +351.8% |
| 10Y | +1,140.8% | +586.8% | +554.0% | +645.5% |
| All | +1,394.3% | +638.9% | +755.3% | +734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling