+1,134.9%
CAT vs XLP
+101.8%
+1,033.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | +1.7% | -1.0% | +2.7% | +2.4% |
| 30D | -6.6% | -0.9% | -5.7% | -6.2% |
| 3M | -13.3% | +3.8% | -17.1% | -16.9% |
| 6M | +11.6% | -1.7% | +13.4% | +11.7% |
| YTD | +42.9% | +10.3% | +32.7% | +30.5% |
| 1Y | +95.4% | +7.8% | +87.6% | +80.7% |
| 3Y | +196.6% | +27.2% | +169.4% | +134.6% |
| 5Y | +321.7% | +32.5% | +289.1% | +218.1% |
| All | +1,134.9% | +101.8% | +1,033.1% | +593.0% |
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