+688.6%
CAT vs XLE
+181.7%
+506.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | +7.4% | +5.4% | +2.0% | +4.2% |
| 30D | -19.7% | -3.9% | -15.7% | -17.9% |
| 3M | -29.6% | +7.0% | -36.6% | -32.7% |
| 6M | -33.2% | +14.2% | -47.4% | -39.1% |
| YTD | +5.7% | +48.2% | -42.5% | -18.5% |
| 1Y | +9.3% | +47.7% | -38.3% | -15.7% |
| 3Y | +158.3% | +70.0% | +88.3% | +81.5% |
| 5Y | +211.6% | +169.1% | +42.4% | +61.9% |
| All | +688.6% | +181.7% | +506.9% | +327.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling