+1,123.7%
CAT vs XLK
+796.0%
+327.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -4.5% | -0.5% | -4.1% | -4.2% |
| 3M | -5.8% | +5.0% | -10.8% | -8.5% |
| 6M | +12.7% | +32.9% | -20.1% | -6.3% |
| YTD | +41.4% | +29.0% | +12.4% | +19.8% |
| 1Y | +92.1% | +37.8% | +54.2% | +56.0% |
| 3Y | +197.5% | +118.7% | +78.8% | +77.6% |
| 5Y | +327.9% | +145.6% | +182.4% | +129.7% |
| All | +1,123.7% | +796.0% | +327.8% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling