+143.9%
CAT vs XLP
+42.1%
+101.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -10.3% | +0.7% | -11.0% | -10.2% |
| 30D | -31.2% | +10.3% | -41.5% | -31.5% |
| 3M | -34.7% | +6.5% | -41.2% | -34.8% |
| 6M | -39.5% | +8.4% | -47.9% | -40.0% |
| YTD | -1.7% | +18.2% | -19.9% | -4.9% |
| 1Y | -1.1% | +22.4% | -23.5% | -5.4% |
| 3Y | +143.9% | +41.9% | +102.0% | +114.5% |
| All | +143.9% | +42.1% | +101.8% | +114.5% |
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