+203.9%
CAT vs XLU
+51.6%
+152.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | +5.6% | +2.1% | +3.5% | +4.5% |
| 30D | -2.3% | -0.4% | -2.0% | -2.2% |
| 3M | -10.0% | +0.5% | -10.5% | -10.4% |
| 6M | +21.2% | -5.8% | +27.0% | +24.6% |
| YTD | +44.4% | +3.1% | +41.3% | +42.7% |
| 1Y | +96.3% | +8.1% | +88.2% | +90.5% |
| 3Y | +203.9% | +50.5% | +153.4% | +154.3% |
| All | +203.9% | +51.6% | +152.3% | +154.3% |
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 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