+96.3%
CAT vs XLB
+14.8%
+81.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.9% |
| 7D | +5.6% | -0.2% | +5.8% | +5.8% |
| 30D | -2.3% | -1.7% | -0.6% | -0.8% |
| 3M | -10.0% | +4.4% | -14.4% | -14.4% |
| 6M | +21.2% | +5.0% | +16.2% | +15.5% |
| YTD | +44.4% | +15.5% | +29.0% | +31.1% |
| 1Y | +96.3% | +14.9% | +81.4% | +79.1% |
| All | +96.3% | +14.8% | +81.5% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling