+1,167.8%
CAT vs XLI
+255.6%
+912.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.6% |
| 7D | +5.6% | +1.0% | +4.6% | +4.3% |
| 30D | -2.3% | -5.8% | +3.5% | +5.0% |
| 3M | -10.0% | +0.7% | -10.7% | -9.9% |
| 6M | +21.2% | +3.2% | +18.1% | +18.7% |
| YTD | +44.4% | +13.0% | +31.4% | +27.9% |
| 1Y | +96.3% | +16.8% | +79.5% | +67.9% |
| 3Y | +203.9% | +72.4% | +131.5% | +69.4% |
| 5Y | +333.5% | +82.8% | +250.7% | +128.1% |
| All | +1,167.8% | +255.6% | +912.1% | +196.0% |
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