+95.4%
CAT vs XLI
+18.3%
+77.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.0% |
| 7D | +1.7% | -1.1% | +2.8% | +3.6% |
| 30D | -6.6% | -5.9% | -0.6% | +4.3% |
| 3M | -13.3% | -0.3% | -13.0% | -11.7% |
| 6M | +11.6% | +0.1% | +11.5% | +13.5% |
| YTD | +42.9% | +13.6% | +29.4% | +19.2% |
| 1Y | +95.4% | +17.2% | +78.2% | +57.9% |
| All | +95.4% | +18.3% | +77.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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