+5,120.8%
CAT vs XLP
+577.3%
+4,543.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.7% |
| 7D | -14.5% | +3.5% | -18.0% | -17.3% |
| 30D | -35.7% | +11.6% | -47.3% | -42.1% |
| 3M | -36.3% | +7.6% | -43.9% | -41.0% |
| 6M | -38.5% | +10.0% | -48.6% | -45.0% |
| YTD | -2.5% | +19.7% | -22.3% | -19.1% |
| 1Y | -1.9% | +23.5% | -25.4% | -21.0% |
| 3Y | +139.2% | +44.0% | +95.2% | +64.0% |
| 5Y | +192.1% | +42.7% | +149.5% | +99.8% |
| 10Y | +732.3% | +131.3% | +600.9% | +259.7% |
| All | +5,120.8% | +577.3% | +4,543.5% | +709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling