+143.9%
CAT vs XLB
+39.6%
+104.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.6% |
| 7D | -10.3% | -1.5% | -8.8% | -9.2% |
| 30D | -31.2% | +6.1% | -37.3% | -35.6% |
| 3M | -34.7% | 0.0% | -34.7% | -35.1% |
| 6M | -39.5% | 0.0% | -39.4% | -39.9% |
| YTD | -1.7% | +16.0% | -17.7% | -16.0% |
| 1Y | -1.1% | +24.7% | -25.9% | -21.7% |
| 3Y | +143.9% | +40.4% | +103.5% | +77.9% |
| All | +143.9% | +39.6% | +104.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling