+5,573.1%
CAT vs XLF
+425.7%
+5,147.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.5% |
| 7D | +1.7% | -1.0% | +2.7% | +2.5% |
| 30D | -24.6% | +6.5% | -31.1% | -27.9% |
| 3M | -28.5% | +1.8% | -30.3% | -29.6% |
| 6M | -34.8% | +15.4% | -50.2% | -41.2% |
| YTD | +5.9% | +8.4% | -2.4% | -0.3% |
| 1Y | +6.8% | +11.9% | -5.1% | -1.5% |
| 3Y | +161.1% | +81.1% | +80.0% | +75.8% |
| 5Y | +213.4% | +59.5% | +153.9% | +130.2% |
| 10Y | +700.3% | +225.2% | +475.2% | +278.0% |
| All | +5,573.1% | +425.7% | +5,147.4% | +1,635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling