+5,167.8%
CAT vs XLI
+1,036.8%
+4,131.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -10.3% | -2.8% | -7.5% | -7.2% |
| 30D | -31.2% | -3.1% | -28.1% | -28.6% |
| 3M | -34.7% | -11.7% | -22.9% | -24.4% |
| 6M | -39.5% | -7.6% | -31.9% | -32.9% |
| YTD | -1.7% | +5.7% | -7.4% | -5.3% |
| 1Y | -1.1% | +7.8% | -8.9% | -6.8% |
| 3Y | +143.9% | +67.4% | +76.5% | +42.6% |
| 5Y | +194.8% | +64.8% | +130.0% | +76.8% |
| 10Y | +739.8% | +241.2% | +498.6% | +129.0% |
| All | +5,167.8% | +1,036.8% | +4,131.1% | +309.0% |
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