+52.6%
XOM vs CAT
+5.5%
+47.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -5.1% |
| 7D | -7.0% | -17.1% | +10.1% | -8.8% |
| 30D | +3.2% | -30.1% | +33.3% | -0.4% |
| 3M | +10.7% | -32.4% | +43.0% | +6.5% |
| 6M | +11.6% | -32.1% | +43.7% | +8.1% |
| YTD | +43.5% | +4.1% | +39.4% | +40.3% |
| 1Y | +52.6% | +8.9% | +43.7% | +52.8% |
| All | +52.6% | +5.5% | +47.1% | +52.8% |
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