+5,559.8%
CAT vs XLK
+1,315.6%
+4,244.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.5% |
| 7D | +7.4% | +3.4% | +4.1% | +5.3% |
| 30D | -19.7% | -10.6% | -9.1% | -13.6% |
| 3M | -29.6% | -10.6% | -19.0% | -24.2% |
| 6M | -33.2% | -3.5% | -29.7% | -31.4% |
| YTD | +5.7% | +18.7% | -13.0% | -4.8% |
| 1Y | +9.3% | +19.4% | -10.1% | -1.8% |
| 3Y | +158.3% | +94.5% | +63.9% | +68.8% |
| 5Y | +211.6% | +111.2% | +100.4% | +87.5% |
| 10Y | +698.5% | +707.2% | -8.7% | +99.3% |
| All | +5,559.8% | +1,315.6% | +4,244.2% | +674.6% |
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 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