+52.3%
XOM vs CAT
+94.8%
-42.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.6% |
| 7D | +4.1% | +0.6% | +3.5% | +4.1% |
| 30D | +4.6% | -4.3% | +8.9% | +4.2% |
| 3M | +14.0% | -8.6% | +22.6% | +13.5% |
| 6M | +11.0% | +16.1% | -5.2% | +11.8% |
| YTD | +40.7% | +43.8% | -3.1% | +41.1% |
| 1Y | +52.3% | +91.5% | -39.2% | +57.3% |
| All | +52.3% | +94.8% | -42.5% | +57.3% |
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