+158.3%
CAT vs XLB
+43.9%
+114.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +7.4% | +0.5% | +6.9% | +7.0% |
| 30D | -19.7% | +5.2% | -24.8% | -24.0% |
| 3M | -29.6% | +0.3% | -29.9% | -30.2% |
| 6M | -33.2% | +1.2% | -34.4% | -34.5% |
| YTD | +5.7% | +16.6% | -11.0% | -10.2% |
| 1Y | +9.3% | +21.4% | -12.1% | -10.9% |
| 3Y | +158.3% | +43.2% | +115.1% | +86.3% |
| All | +158.3% | +43.9% | +114.5% | +86.3% |
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