+712.5%
CAT vs XLB
+173.6%
+538.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +5.3% |
| 7D | -2.4% | -1.4% | -1.0% | -1.1% |
| 30D | -25.0% | +7.1% | -32.1% | -30.4% |
| 3M | -28.7% | +0.6% | -29.3% | -29.6% |
| 6M | -33.0% | +3.5% | -36.5% | -35.8% |
| YTD | +5.4% | +18.2% | -12.8% | -11.6% |
| 1Y | +7.3% | +25.6% | -18.3% | -15.6% |
| 3Y | +166.0% | +46.7% | +119.4% | +78.7% |
| 5Y | +210.1% | +30.9% | +179.2% | +132.9% |
| 10Y | +712.5% | +167.7% | +544.8% | +191.8% |
| All | +712.5% | +173.6% | +538.9% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling