+1,372.7%
CAT vs XLRE
+112.0%
+1,260.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.7% | -1.2% | +2.9% | +2.4% |
| 30D | -6.6% | -2.8% | -3.7% | -5.1% |
| 3M | -13.3% | -0.2% | -13.1% | -13.8% |
| 6M | +11.6% | +1.9% | +9.7% | +9.8% |
| YTD | +42.9% | +10.6% | +32.4% | +34.1% |
| 1Y | +95.4% | +8.8% | +86.6% | +84.5% |
| 3Y | +196.6% | +31.5% | +165.1% | +148.3% |
| 5Y | +321.7% | +6.6% | +315.1% | +294.1% |
| 10Y | +1,140.8% | +84.0% | +1,056.8% | +740.4% |
| All | +1,372.7% | +112.0% | +1,260.7% | +849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling