+712.5%
CAT vs XLP
+130.4%
+582.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -25.0% | +8.9% | -33.9% | -29.9% |
| 3M | -28.7% | +7.5% | -36.2% | -32.9% |
| 6M | -33.0% | +9.4% | -42.4% | -38.6% |
| YTD | +5.4% | +19.3% | -13.8% | -9.7% |
| 1Y | +7.3% | +21.7% | -14.5% | -9.8% |
| 3Y | +166.0% | +44.0% | +122.1% | +89.4% |
| 5Y | +210.1% | +42.8% | +167.3% | +119.8% |
| 10Y | +712.5% | +128.8% | +583.7% | +316.4% |
| All | +712.5% | +130.4% | +582.1% | +316.4% |
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