+4,543.5%
XOM vs CAT
+19,545.9%
-15,002.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +2.7% | +9.3% | -6.6% | -0.3% |
| 30D | -2.5% | -21.5% | +19.0% | +4.8% |
| 3M | +7.0% | -29.1% | +36.1% | +18.2% |
| 6M | +14.2% | -33.4% | +47.6% | +27.0% |
| YTD | +43.9% | +6.6% | +37.4% | +34.8% |
| 1Y | +47.9% | +6.5% | +41.4% | +38.2% |
| 3Y | +80.6% | +162.7% | -82.1% | +21.1% |
| 5Y | +212.8% | +214.2% | -1.4% | +95.0% |
| 10Y | +202.6% | +705.2% | -502.6% | +39.5% |
| All | +4,543.5% | +19,545.9% | -15,002.3% | +1,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling