+712.5%
CAT vs XLE
+167.3%
+545.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +6.9% |
| 7D | -2.4% | -7.9% | +5.5% | +2.4% |
| 30D | -25.0% | -4.8% | -20.2% | -23.0% |
| 3M | -28.7% | +8.4% | -37.1% | -32.4% |
| 6M | -33.0% | +12.7% | -45.7% | -38.4% |
| YTD | +5.4% | +41.3% | -35.9% | -16.5% |
| 1Y | +7.3% | +42.3% | -35.0% | -15.6% |
| 3Y | +166.0% | +65.1% | +101.0% | +90.0% |
| 5Y | +210.1% | +150.2% | +59.9% | +68.1% |
| 10Y | +712.5% | +163.9% | +548.6% | +355.0% |
| All | +712.5% | +167.3% | +545.2% | +355.0% |
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