+53.4%
XOM vs CAT
+204.7%
-151.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -2.4% | +5.6% | -7.9% | -3.0% |
| 30D | +5.7% | -2.3% | +8.0% | +5.9% |
| 3M | +6.6% | -10.0% | +16.6% | +7.4% |
| 6M | +7.7% | +21.2% | -13.6% | +1.4% |
| YTD | +36.2% | +44.4% | -8.3% | +22.2% |
| 1Y | +50.5% | +96.3% | -45.8% | +22.0% |
| 3Y | +53.4% | +203.9% | -150.6% | +5.7% |
| All | +53.4% | +204.7% | -151.3% | +5.7% |
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 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