+205.4%
XOM vs CAT
+696.4%
-491.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +2.8% | +7.4% | -4.6% | -0.3% |
| 30D | -3.6% | -19.7% | +16.0% | +4.8% |
| 3M | +8.2% | -29.6% | +37.9% | +23.6% |
| 6M | +14.0% | -33.2% | +47.2% | +30.4% |
| YTD | +44.6% | +5.7% | +38.9% | +29.2% |
| 1Y | +47.8% | +9.3% | +38.4% | +29.2% |
| 3Y | +79.6% | +158.3% | -78.8% | -6.3% |
| 5Y | +214.3% | +211.6% | +2.7% | +41.9% |
| All | +205.4% | +696.4% | -491.0% | -9.7% |
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