+332.7%
CAT vs XLK
+145.5%
+187.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.9% | +2.3% | +0.6% | +1.5% |
| 30D | -2.6% | +0.8% | -3.5% | -3.1% |
| 3M | -10.7% | +4.1% | -14.7% | -12.5% |
| 6M | +16.1% | +34.8% | -18.6% | -2.7% |
| YTD | +43.2% | +30.8% | +12.4% | +22.1% |
| 1Y | +96.8% | +42.4% | +54.5% | +60.2% |
| 3Y | +201.4% | +121.8% | +79.5% | +92.9% |
| 5Y | +332.7% | +146.6% | +186.1% | +143.9% |
| All | +332.7% | +145.5% | +187.2% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling