+74.9%
XOM vs CAT
+158.4%
-83.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -7.3% | -6.3% | -1.0% | -6.8% |
| 30D | -2.6% | -26.8% | +24.2% | +0.2% |
| 3M | +3.6% | -30.0% | +33.6% | +7.0% |
| 6M | +15.3% | -34.6% | +49.9% | +19.2% |
| YTD | +39.4% | +2.9% | +36.5% | +29.2% |
| 1Y | +43.2% | +3.3% | +39.9% | +32.2% |
| 3Y | +74.9% | +153.7% | -78.7% | +12.8% |
| All | +74.9% | +158.4% | -83.4% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling