+332.7%
CAT vs XLRE
+6.4%
+326.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | +2.9% | -0.7% | +3.7% | +3.3% |
| 30D | -2.6% | -2.2% | -0.4% | -1.5% |
| 3M | -10.7% | -2.6% | -8.1% | -9.8% |
| 6M | +16.1% | +2.6% | +13.6% | +13.7% |
| YTD | +43.2% | +9.3% | +34.0% | +35.3% |
| 1Y | +96.8% | +7.2% | +89.6% | +87.5% |
| 3Y | +201.4% | +31.3% | +170.0% | +153.3% |
| 5Y | +332.7% | +8.1% | +324.5% | +292.2% |
| All | +332.7% | +6.4% | +326.2% | +292.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling