+47.9%
XOM vs CAT
+7.0%
+40.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.9% |
| 7D | +2.7% | +9.3% | -6.6% | +3.4% |
| 30D | -2.5% | -21.5% | +19.0% | -4.8% |
| 3M | +7.0% | -29.1% | +36.1% | +3.5% |
| 6M | +14.2% | -33.4% | +47.6% | +10.7% |
| YTD | +43.9% | +6.6% | +37.4% | +39.4% |
| 1Y | +47.9% | +6.5% | +41.4% | +44.0% |
| All | +47.9% | +7.0% | +40.9% | +44.0% |
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