+1,157.1%
CAT vs XLI
+250.3%
+906.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +1.0% |
| 7D | +2.9% | -0.6% | +3.5% | +3.6% |
| 30D | -2.6% | -6.9% | +4.3% | +6.2% |
| 3M | -10.7% | -1.9% | -8.7% | -7.7% |
| 6M | +16.1% | +1.0% | +15.1% | +16.6% |
| YTD | +43.2% | +11.3% | +31.9% | +29.2% |
| 1Y | +96.8% | +15.8% | +81.0% | +70.1% |
| 3Y | +201.4% | +69.8% | +131.5% | +71.0% |
| 5Y | +332.7% | +80.9% | +251.8% | +130.6% |
| 10Y | +1,157.1% | +257.2% | +899.9% | +198.9% |
| All | +1,157.1% | +250.3% | +906.8% | +198.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling