+695.3%
CAT vs XLU
+162.9%
+532.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +1.2% | +8.1% | +8.7% |
| 30D | -21.5% | +4.6% | -26.1% | -23.4% |
| 3M | -29.1% | +0.7% | -29.8% | -29.5% |
| 6M | -33.4% | -1.7% | -31.6% | -33.0% |
| YTD | +6.6% | +4.8% | +1.8% | +3.9% |
| 1Y | +6.5% | +0.2% | +6.3% | +6.2% |
| 3Y | +162.7% | +58.9% | +103.8% | +105.6% |
| 5Y | +214.2% | +52.8% | +161.4% | +148.9% |
| All | +695.3% | +162.9% | +532.4% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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