+201.5%
CAT vs XLP
+27.4%
+174.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +1.7% | -1.0% | +2.7% | +1.9% |
| 30D | -6.6% | -0.9% | -5.7% | -6.5% |
| 3M | -13.3% | +3.8% | -17.1% | -14.8% |
| 6M | +11.6% | -1.7% | +13.4% | +11.8% |
| YTD | +42.9% | +10.3% | +32.7% | +38.0% |
| 1Y | +95.4% | +7.8% | +87.6% | +90.2% |
| All | +201.5% | +27.4% | +174.0% | +166.2% |
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 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