+253.9%
XOM vs CAT
+334.1%
-80.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -2.4% | +5.6% | -7.9% | -3.8% |
| 30D | +5.7% | -2.3% | +8.0% | +6.2% |
| 3M | +6.6% | -10.0% | +16.6% | +8.4% |
| 6M | +7.7% | +21.2% | -13.6% | -2.5% |
| YTD | +36.2% | +44.4% | -8.3% | +14.6% |
| 1Y | +50.5% | +96.3% | -45.8% | +9.9% |
| 3Y | +53.4% | +203.9% | -150.6% | -11.9% |
| All | +253.9% | +334.1% | -80.1% | +62.6% |
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