+1,002.1%
CAT vs XYZ
+690.7%
+311.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +6.6% |
| 7D | -2.4% | +14.9% | -17.3% | -4.8% |
| 30D | -25.0% | +14.7% | -39.7% | -26.9% |
| 3M | -28.7% | +12.1% | -40.8% | -30.4% |
| 6M | -33.0% | +18.3% | -51.3% | -35.4% |
| YTD | +5.4% | +36.1% | -30.6% | -1.6% |
| 1Y | +7.3% | +35.3% | -28.1% | 0.0% |
| 3Y | +166.0% | +73.5% | +92.6% | +131.4% |
| 5Y | +210.1% | -61.6% | +271.7% | +219.3% |
| 10Y | +712.5% | +638.0% | +74.5% | +381.1% |
| All | +1,002.1% | +690.7% | +311.3% | +506.0% |
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