+4,261.5%
XOM vs CAT
+26,255.7%
-21,994.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | +1.8% | +1.7% | +0.1% | +1.1% |
| 30D | +5.9% | -6.6% | +12.4% | +8.0% |
| 3M | +5.6% | -13.3% | +18.9% | +9.1% |
| 6M | +7.9% | +11.6% | -3.8% | +1.1% |
| YTD | +35.2% | +42.9% | -7.8% | +16.2% |
| 1Y | +46.0% | +95.4% | -49.4% | +11.8% |
| 3Y | +55.0% | +196.6% | -141.6% | +1.0% |
| 5Y | +246.3% | +321.7% | -75.3% | +98.0% |
| 10Y | +181.0% | +1,140.8% | -959.8% | +14.1% |
| All | +4,261.5% | +26,255.7% | -21,994.2% | +888.9% |
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