+5,412.4%
CAT vs XLB
+834.1%
+4,578.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.2% |
| 7D | -6.3% | +0.5% | -6.8% | -6.8% |
| 30D | -26.8% | +6.9% | -33.7% | -31.6% |
| 3M | -30.0% | -0.2% | -29.9% | -30.3% |
| 6M | -34.6% | +3.3% | -37.9% | -37.0% |
| YTD | +2.9% | +18.0% | -15.1% | -12.3% |
| 1Y | +3.3% | +24.2% | -20.9% | -16.2% |
| 3Y | +153.7% | +44.7% | +109.0% | +78.7% |
| 5Y | +207.3% | +31.6% | +175.7% | +136.4% |
| 10Y | +674.0% | +164.2% | +509.8% | +216.4% |
| All | +5,412.4% | +834.1% | +4,578.3% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling