+153.7%
CAT vs XLU
+58.7%
+95.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -26.8% | +5.6% | -32.4% | -28.8% |
| 3M | -30.0% | +2.1% | -32.2% | -30.8% |
| 6M | -34.6% | -0.9% | -33.7% | -34.4% |
| YTD | +2.9% | +4.6% | -1.7% | +1.0% |
| 1Y | +3.3% | +0.3% | +2.9% | +3.1% |
| 3Y | +153.7% | +58.6% | +95.1% | +111.7% |
| All | +153.7% | +58.7% | +95.0% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling