+46.0%
XOM vs CAT
+97.5%
-51.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.5% |
| 7D | +1.8% | +1.7% | +0.1% | +1.9% |
| 30D | +5.9% | -6.6% | +12.4% | +5.3% |
| 3M | +5.6% | -13.3% | +18.9% | +4.9% |
| 6M | +7.9% | +11.6% | -3.8% | +8.8% |
| YTD | +35.2% | +42.9% | -7.8% | +35.6% |
| 1Y | +46.0% | +95.4% | -49.4% | +55.9% |
| All | +46.0% | +97.5% | -51.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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