+695.3%
CAT vs XLP
+135.7%
+559.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +9.3% | -0.2% | +9.5% | +9.5% |
| 30D | -21.5% | +8.2% | -29.6% | -26.2% |
| 3M | -29.1% | +7.7% | -36.8% | -33.4% |
| 6M | -33.4% | +9.3% | -42.7% | -38.8% |
| YTD | +6.6% | +19.5% | -12.9% | -9.0% |
| 1Y | +6.5% | +21.0% | -14.5% | -10.1% |
| 3Y | +162.7% | +43.2% | +119.4% | +87.4% |
| 5Y | +214.2% | +42.7% | +171.5% | +122.3% |
| All | +695.3% | +135.7% | +559.6% | +296.6% |
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