+191.6%
XOM vs CAT
+1,148.9%
-957.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +4.1% | -4.5% | +8.6% | +5.9% |
| 3M | +10.4% | -5.8% | +16.2% | +11.0% |
| 6M | +13.0% | +12.7% | +0.3% | +2.2% |
| YTD | +40.1% | +41.4% | -1.3% | +12.2% |
| 1Y | +51.1% | +92.1% | -40.9% | +1.7% |
| 3Y | +57.7% | +197.5% | -139.7% | -19.7% |
| 5Y | +264.7% | +327.9% | -63.2% | +45.8% |
| All | +191.6% | +1,148.9% | -957.3% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling