+201.3%
XOM vs CAT
+203.5%
-2.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | -7.3% | -6.3% | -1.0% | -5.9% |
| 30D | -2.6% | -26.8% | +24.2% | +4.8% |
| 3M | +3.6% | -30.0% | +33.6% | +12.4% |
| 6M | +15.3% | -34.6% | +49.9% | +25.7% |
| YTD | +39.4% | +2.9% | +36.5% | +27.3% |
| 1Y | +43.2% | +3.3% | +39.9% | +30.1% |
| 3Y | +74.9% | +153.7% | -78.7% | +1.3% |
| 5Y | +201.3% | +207.3% | -6.0% | +49.7% |
| All | +201.3% | +203.5% | -2.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling