+725.3%
CAT vs XLP
+126.4%
+598.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.8% |
| 7D | -10.3% | +0.7% | -11.0% | -11.0% |
| 30D | -31.2% | +10.3% | -41.5% | -36.3% |
| 3M | -34.7% | +6.5% | -41.2% | -38.1% |
| 6M | -39.5% | +8.4% | -47.9% | -44.1% |
| YTD | -1.7% | +18.2% | -19.9% | -15.2% |
| 1Y | -1.1% | +22.4% | -23.5% | -17.3% |
| 3Y | +143.9% | +41.9% | +102.0% | +75.9% |
| 5Y | +194.8% | +40.9% | +153.9% | +111.6% |
| All | +725.3% | +126.4% | +598.9% | +333.2% |
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