+566.7%
CAT vs XLC
+142.6%
+424.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | +0.6% | -1.7% | +2.3% | +1.7% |
| 30D | -4.5% | +0.2% | -4.8% | -4.9% |
| 3M | -5.8% | +0.7% | -6.5% | -7.0% |
| 6M | +12.7% | -4.5% | +17.2% | +15.3% |
| YTD | +41.4% | -4.7% | +46.1% | +44.7% |
| 1Y | +92.1% | -1.5% | +93.6% | +92.2% |
| 3Y | +197.5% | +72.2% | +125.2% | +106.1% |
| 5Y | +327.9% | +39.3% | +288.6% | +242.1% |
| All | +566.7% | +142.6% | +424.1% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling