+5,607.7%
CAT vs XLU
+650.9%
+4,956.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +1.2% | +8.1% | +8.6% |
| 30D | -21.5% | +4.6% | -26.1% | -23.8% |
| 3M | -29.1% | +0.7% | -29.8% | -29.6% |
| 6M | -33.4% | -1.7% | -31.6% | -32.9% |
| YTD | +6.6% | +4.8% | +1.8% | +3.2% |
| 1Y | +6.5% | +0.2% | +6.3% | +6.0% |
| 3Y | +162.7% | +58.9% | +103.8% | +93.3% |
| 5Y | +214.2% | +52.8% | +161.4% | +133.6% |
| 10Y | +705.2% | +160.9% | +544.3% | +302.0% |
| All | +5,607.7% | +650.9% | +4,956.8% | +1,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling