+98.5%
CAT vs XLI
+17.0%
+81.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.9% |
| 7D | +5.6% | +1.0% | +4.6% | +3.7% |
| 30D | -2.3% | -5.8% | +3.5% | +8.7% |
| 3M | -10.0% | +0.7% | -10.7% | -9.8% |
| 6M | +21.2% | +3.2% | +18.1% | +17.2% |
| YTD | +44.4% | +13.0% | +31.4% | +21.5% |
| All | +98.5% | +17.0% | +81.5% | +59.8% |
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