-1.1%
CAT vs XLE
+44.8%
-45.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.3% | -12.0% | +1.7% | -11.3% |
| 30D | -31.2% | -2.7% | -28.4% | -31.1% |
| 3M | -34.7% | +6.6% | -41.2% | -33.8% |
| 6M | -39.5% | +9.5% | -49.0% | -38.5% |
| YTD | -1.7% | +40.6% | -42.2% | -7.7% |
| 1Y | -1.1% | +43.6% | -44.7% | -5.5% |
| All | -1.1% | +44.8% | -45.9% | -5.5% |
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