+197.7%
CAT vs XLRE
+30.1%
+167.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | +0.6% | -2.7% | +3.3% | +2.1% |
| 30D | -4.5% | -2.3% | -2.2% | -3.4% |
| 3M | -5.8% | -3.5% | -2.3% | -4.5% |
| 6M | +12.7% | +1.9% | +10.9% | +10.5% |
| YTD | +41.4% | +8.3% | +33.0% | +33.6% |
| 1Y | +92.1% | +6.4% | +85.7% | +82.9% |
| All | +197.7% | +30.1% | +167.6% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling