+688.6%
CAT vs XLU
+164.3%
+524.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | +7.4% | +2.1% | +5.3% | +6.4% |
| 30D | -19.7% | +5.6% | -25.2% | -22.0% |
| 3M | -29.6% | +0.7% | -30.3% | -30.0% |
| 6M | -33.2% | -0.1% | -33.1% | -33.4% |
| YTD | +5.7% | +5.3% | +0.3% | +2.8% |
| 1Y | +9.3% | +2.2% | +7.2% | +7.9% |
| 3Y | +158.3% | +61.6% | +96.7% | +100.4% |
| 5Y | +211.6% | +53.6% | +158.0% | +146.1% |
| All | +688.6% | +164.3% | +524.3% | +470.9% |
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