+95.4%
CAT vs XLK
+44.7%
+50.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | +1.7% | +0.9% | +0.9% | +1.0% |
| 30D | -6.6% | +0.7% | -7.3% | -7.1% |
| 3M | -13.3% | -2.9% | -10.4% | -11.4% |
| 6M | +11.6% | +34.3% | -22.6% | -14.4% |
| YTD | +42.9% | +30.4% | +12.5% | +11.5% |
| 1Y | +95.4% | +43.4% | +52.1% | +44.7% |
| All | +95.4% | +44.7% | +50.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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