+7,557.2%
CAT vs XLF
+419.1%
+7,138.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | +0.2% | -6.7% | -6.7% |
| 3M | -13.3% | +11.7% | -25.0% | -19.7% |
| 6M | +11.6% | +13.8% | -2.2% | +2.1% |
| YTD | +42.9% | +7.0% | +36.0% | +36.1% |
| 1Y | +95.4% | +9.1% | +86.3% | +83.3% |
| 3Y | +196.6% | +75.6% | +121.0% | +104.6% |
| 5Y | +321.7% | +66.4% | +255.2% | +202.5% |
| 10Y | +1,140.8% | +250.3% | +890.5% | +462.6% |
| All | +7,557.2% | +419.1% | +7,138.0% | +2,268.4% |
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 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