+574.1%
CAT vs XLC
+143.7%
+430.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +1.7% | -0.8% | +2.6% | +2.3% |
| 30D | -6.6% | +1.0% | -7.6% | -7.4% |
| 3M | -13.3% | -0.7% | -12.6% | -13.6% |
| 6M | +11.6% | -5.1% | +16.8% | +14.7% |
| YTD | +42.9% | -4.3% | +47.2% | +45.9% |
| 1Y | +95.4% | -0.6% | +96.0% | +94.3% |
| 3Y | +196.6% | +72.7% | +123.9% | +105.1% |
| 5Y | +321.7% | +38.0% | +283.7% | +239.9% |
| All | +574.1% | +143.7% | +430.4% | +203.6% |
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