+7,557.2%
CAT vs XLK
+1,455.1%
+6,102.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +1.7% | +0.9% | +0.9% | +1.2% |
| 30D | -6.6% | +0.7% | -7.3% | -7.0% |
| 3M | -13.3% | -2.9% | -10.4% | -11.4% |
| 6M | +11.6% | +34.3% | -22.6% | -7.2% |
| YTD | +42.9% | +30.4% | +12.5% | +21.0% |
| 1Y | +95.4% | +43.4% | +52.1% | +56.0% |
| 3Y | +196.6% | +116.8% | +79.8% | +80.3% |
| 5Y | +321.7% | +144.0% | +177.6% | +130.8% |
| 10Y | +1,140.8% | +778.8% | +362.0% | +192.6% |
| All | +7,557.2% | +1,455.1% | +6,102.0% | +884.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling