+385.3%
CAT vs XLC
+135.2%
+250.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -6.3% | +6.2% | -12.5% | -10.0% |
| 30D | -26.8% | -2.4% | -24.4% | -25.7% |
| 3M | -30.0% | -3.3% | -26.7% | -28.8% |
| 6M | -34.6% | -7.3% | -27.3% | -32.0% |
| YTD | +2.9% | -7.6% | +10.5% | +7.2% |
| 1Y | +3.3% | -3.7% | +7.0% | +4.6% |
| 3Y | +153.7% | +62.9% | +90.8% | +81.7% |
| 5Y | +207.3% | +41.6% | +165.6% | +140.6% |
| All | +385.3% | +135.2% | +250.1% | +123.0% |
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