+1,157.1%
CAT vs XLF
+247.0%
+910.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +2.9% | -1.0% | +4.0% | +3.8% |
| 30D | -2.6% | -1.3% | -1.3% | -1.6% |
| 3M | -10.7% | +9.1% | -19.8% | -17.7% |
| 6M | +16.1% | +14.4% | +1.8% | +2.5% |
| YTD | +43.2% | +5.1% | +38.2% | +36.2% |
| 1Y | +96.8% | +8.6% | +88.2% | +81.2% |
| 3Y | +201.4% | +74.4% | +126.9% | +82.9% |
| 5Y | +332.7% | +64.4% | +268.3% | +175.4% |
| 10Y | +1,157.1% | +251.6% | +905.5% | +311.4% |
| All | +1,157.1% | +247.0% | +910.1% | +311.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling