+7,557.2%
CAT vs XLB
+822.6%
+6,734.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 6M | +11.6% | +1.8% | +9.8% | +9.8% |
| YTD | +42.9% | +16.6% | +26.4% | +23.8% |
| 1Y | +95.4% | +16.9% | +78.5% | +68.3% |
| 3Y | +196.6% | +32.6% | +164.0% | +128.1% |
| 5Y | +321.7% | +35.6% | +286.0% | +216.9% |
| 10Y | +1,140.8% | +160.0% | +980.8% | +417.8% |
| All | +7,557.2% | +822.6% | +6,734.6% | +882.2% |
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