+158.3%
CAT vs XLC
+65.1%
+93.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.5% |
| 7D | +7.4% | +3.7% | +3.7% | +4.9% |
| 30D | -19.7% | -1.9% | -17.8% | -18.7% |
| 3M | -29.6% | -3.1% | -26.5% | -28.4% |
| 6M | -33.2% | -6.4% | -26.8% | -30.4% |
| YTD | +5.7% | -6.8% | +12.5% | +10.3% |
| 1Y | +9.3% | -1.7% | +11.0% | +8.8% |
| 3Y | +158.3% | +64.7% | +93.6% | +72.0% |
| All | +158.3% | +65.1% | +93.3% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling