+92.1%
CAT vs XLRE
+6.3%
+85.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +0.6% | -2.7% | +3.3% | +1.2% |
| 30D | -4.5% | -2.3% | -2.2% | -4.1% |
| 3M | -5.8% | -3.5% | -2.3% | -5.5% |
| 6M | +12.7% | +1.9% | +10.9% | +9.4% |
| YTD | +41.4% | +8.3% | +33.0% | +37.4% |
| 1Y | +92.1% | +6.4% | +85.7% | +82.5% |
| All | +92.1% | +6.3% | +85.7% | +82.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling