+207.3%
CAT vs XLE
+152.4%
+54.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -6.3% | -6.7% | +0.4% | -2.8% |
| 30D | -26.8% | -4.4% | -22.4% | -25.2% |
| 3M | -30.0% | +4.0% | -34.0% | -31.8% |
| 6M | -34.6% | +13.2% | -47.7% | -39.7% |
| YTD | +2.9% | +41.9% | -39.0% | -18.3% |
| 1Y | +3.3% | +41.6% | -38.4% | -18.1% |
| 3Y | +153.7% | +64.0% | +89.7% | +82.7% |
| 5Y | +207.3% | +158.1% | +49.2% | +69.3% |
| All | +207.3% | +152.4% | +54.9% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling