+688.6%
CAT vs XLP
+139.1%
+549.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.8% |
| 7D | +7.4% | +2.5% | +4.9% | +5.7% |
| 30D | -19.7% | +7.3% | -27.0% | -24.0% |
| 3M | -29.6% | +8.1% | -37.7% | -34.0% |
| 6M | -33.2% | +10.5% | -43.7% | -39.1% |
| YTD | +5.7% | +21.2% | -15.5% | -10.6% |
| 1Y | +9.3% | +22.7% | -13.4% | -8.6% |
| 3Y | +158.3% | +44.8% | +113.5% | +83.0% |
| 5Y | +211.6% | +44.7% | +166.9% | +118.3% |
| All | +688.6% | +139.1% | +549.5% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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