+1,144.3%
CAT vs XLRE
+89.0%
+1,055.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | +0.6% | -1.2% | +1.7% | +1.3% |
| 30D | -4.3% | -2.4% | -1.9% | -3.0% |
| 3M | -8.6% | -2.5% | -6.1% | -7.8% |
| 6M | +16.1% | +4.0% | +12.1% | +12.8% |
| YTD | +43.8% | +9.3% | +34.5% | +35.6% |
| 1Y | +91.5% | +5.6% | +85.9% | +83.9% |
| 3Y | +202.7% | +31.3% | +171.4% | +152.7% |
| 5Y | +335.1% | +9.5% | +325.6% | +299.2% |
| All | +1,144.3% | +89.0% | +1,055.3% | +744.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling