+141.7%
CAT vs XLE
+55.1%
+86.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -5.1% |
| 7D | -14.5% | -10.3% | -4.2% | -10.5% |
| 30D | -35.7% | -3.3% | -32.4% | -35.0% |
| 3M | -36.3% | +8.2% | -44.5% | -38.9% |
| 6M | -38.5% | +5.0% | -43.6% | -40.5% |
| YTD | -2.5% | +40.6% | -43.1% | -22.7% |
| 1Y | -1.9% | +45.0% | -46.9% | -24.0% |
| All | +141.7% | +55.1% | +86.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling