+141.7%
CAT vs XLP
+43.9%
+97.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.4% |
| 7D | -14.5% | +3.5% | -18.0% | -14.4% |
| 30D | -35.7% | +11.6% | -47.3% | -36.0% |
| 3M | -36.3% | +7.6% | -43.9% | -36.4% |
| 6M | -38.5% | +10.0% | -48.6% | -39.1% |
| YTD | -2.5% | +19.7% | -22.3% | -5.7% |
| 1Y | -1.9% | +23.5% | -25.4% | -6.0% |
| All | +141.7% | +43.9% | +97.8% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling