+8.9%
CAT vs XLF
+15.8%
-6.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -6.6% |
| 7D | -17.1% | +5.5% | -22.6% | -19.1% |
| 30D | -30.1% | +9.9% | -40.0% | -33.5% |
| 3M | -32.4% | +2.6% | -35.0% | -33.0% |
| 6M | -32.1% | +15.6% | -47.7% | -38.3% |
| YTD | +4.1% | +9.4% | -5.3% | -0.2% |
| 1Y | +8.9% | +14.7% | -5.8% | -0.6% |
| All | +8.9% | +15.8% | -6.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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