+326.0%
CAT vs XLB
+36.1%
+289.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +2.1% |
| 7D | +1.7% | -1.4% | +3.1% | +3.1% |
| 30D | -6.6% | -0.4% | -6.2% | -6.3% |
| 3M | -13.3% | +2.0% | -15.3% | -15.3% |
| 6M | +11.6% | +1.8% | +9.8% | +9.6% |
| YTD | +42.9% | +16.6% | +26.4% | +22.9% |
| 1Y | +95.4% | +16.9% | +78.5% | +67.0% |
| 3Y | +196.6% | +32.6% | +164.0% | +125.1% |
| All | +326.0% | +36.1% | +289.9% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling