+363.8%
CAT vs XLC
+128.7%
+235.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -10.3% | +4.9% | -15.2% | -13.2% |
| 30D | -31.2% | -5.8% | -25.4% | -28.6% |
| 3M | -34.7% | -5.4% | -29.2% | -32.6% |
| 6M | -39.5% | -10.2% | -29.3% | -35.8% |
| YTD | -1.7% | -10.2% | +8.5% | +4.2% |
| 1Y | -1.1% | -5.6% | +4.5% | +1.3% |
| 3Y | +143.9% | +61.0% | +82.9% | +75.9% |
| 5Y | +194.8% | +35.2% | +159.5% | +138.3% |
| All | +363.8% | +128.7% | +235.0% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling