+5,412.4%
CAT vs XLU
+649.5%
+4,762.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -6.3% | +0.7% | -7.0% | -6.7% |
| 30D | -26.8% | +5.6% | -32.4% | -29.4% |
| 3M | -30.0% | +2.1% | -32.2% | -31.1% |
| 6M | -34.6% | -0.9% | -33.7% | -34.5% |
| YTD | +2.9% | +4.6% | -1.7% | -0.2% |
| 1Y | +3.3% | +0.3% | +2.9% | +2.7% |
| 3Y | +153.7% | +58.6% | +95.1% | +86.9% |
| 5Y | +207.3% | +51.5% | +155.8% | +129.6% |
| 10Y | +674.0% | +159.4% | +514.7% | +288.0% |
| All | +5,412.4% | +649.5% | +4,762.9% | +1,199.0% |
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