+8.9%
CAT vs XLE
+50.1%
-41.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.7% | -0.5% | -5.6% |
| 7D | -17.1% | -7.2% | -9.9% | -17.6% |
| 30D | -30.1% | +0.1% | -30.2% | -29.9% |
| 3M | -32.4% | +9.2% | -41.6% | -31.4% |
| 6M | -32.1% | +8.4% | -40.5% | -31.1% |
| YTD | +4.1% | +44.9% | -40.8% | -2.0% |
| 1Y | +8.9% | +49.9% | -41.0% | +4.6% |
| All | +8.9% | +50.1% | -41.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling