+695.3%
CAT vs XLI
+226.3%
+469.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.7% |
| 7D | +9.3% | +4.3% | +5.0% | +4.1% |
| 30D | -21.5% | +0.5% | -21.9% | -21.7% |
| 3M | -29.1% | -8.6% | -20.5% | -20.7% |
| 6M | -33.4% | -2.3% | -31.0% | -30.4% |
| YTD | +6.6% | +10.1% | -3.5% | -2.2% |
| 1Y | +6.5% | +11.0% | -4.5% | -3.0% |
| 3Y | +162.7% | +72.3% | +90.4% | +47.5% |
| 5Y | +214.2% | +70.8% | +143.4% | +79.5% |
| All | +695.3% | +226.3% | +469.0% | +116.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling