+5,412.4%
CAT vs XLI
+1,079.1%
+4,333.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -6.3% | -1.5% | -4.8% | -4.4% |
| 30D | -26.8% | -0.3% | -26.5% | -26.4% |
| 3M | -30.0% | -8.4% | -21.7% | -22.3% |
| 6M | -34.6% | -2.1% | -32.5% | -32.0% |
| YTD | +2.9% | +9.6% | -6.7% | -4.9% |
| 1Y | +3.3% | +10.7% | -7.4% | -5.4% |
| 3Y | +153.7% | +71.6% | +82.1% | +44.4% |
| 5Y | +207.3% | +70.8% | +136.5% | +77.2% |
| 10Y | +674.0% | +228.0% | +446.1% | +120.4% |
| All | +5,412.4% | +1,079.1% | +4,333.3% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling