+397.2%
CAT vs XLC
+134.3%
+262.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.8% | +5.6% |
| 7D | -2.4% | +7.1% | -9.5% | -6.7% |
| 30D | -25.0% | -2.7% | -22.3% | -23.7% |
| 3M | -28.7% | -3.2% | -25.5% | -27.6% |
| 6M | -33.0% | -7.7% | -25.3% | -30.2% |
| YTD | +5.4% | -8.0% | +13.4% | +10.1% |
| 1Y | +7.3% | -3.1% | +10.3% | +8.1% |
| 3Y | +166.0% | +64.9% | +101.1% | +89.1% |
| 5Y | +210.1% | +39.5% | +170.6% | +145.7% |
| All | +397.2% | +134.3% | +262.8% | +129.0% |
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