+575.4%
CAT vs XLC
+141.1%
+434.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | +2.9% | -1.4% | +4.4% | +3.9% |
| 30D | -2.6% | -0.9% | -1.7% | -2.2% |
| 3M | -10.7% | -0.3% | -10.3% | -11.2% |
| 6M | +16.1% | -5.2% | +21.3% | +19.4% |
| YTD | +43.2% | -5.3% | +48.5% | +47.2% |
| 1Y | +96.8% | -2.8% | +99.6% | +98.7% |
| 3Y | +201.4% | +71.2% | +130.2% | +109.6% |
| 5Y | +332.7% | +37.6% | +295.1% | +249.1% |
| All | +575.4% | +141.1% | +434.3% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling