+203.9%
CAT vs XLF
+75.4%
+128.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +2.3% |
| 7D | +5.6% | +0.2% | +5.4% | +5.3% |
| 30D | -2.3% | -0.5% | -1.8% | -2.0% |
| 3M | -10.0% | +10.6% | -20.6% | -18.6% |
| 6M | +21.2% | +14.3% | +7.0% | +6.1% |
| YTD | +44.4% | +5.5% | +38.9% | +36.7% |
| 1Y | +96.3% | +9.6% | +86.7% | +78.2% |
| 3Y | +203.9% | +75.2% | +128.7% | +64.9% |
| All | +203.9% | +75.4% | +128.5% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling