+183.3%
CAT vs XLP
+40.8%
+142.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -10.3% | +0.7% | -11.0% | -10.6% |
| 30D | -31.2% | +10.3% | -41.5% | -33.9% |
| 3M | -34.7% | +6.5% | -41.2% | -36.4% |
| 6M | -39.5% | +8.4% | -47.9% | -42.1% |
| YTD | -1.7% | +18.2% | -19.9% | -10.2% |
| 1Y | -1.1% | +22.4% | -23.5% | -11.6% |
| 3Y | +143.9% | +41.9% | +102.0% | +92.9% |
| All | +183.3% | +40.8% | +142.5% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling