+1,144.3%
CAT vs XLV
+174.9%
+969.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.6% | -3.6% | +4.1% | +3.5% |
| 30D | -4.3% | -1.8% | -2.5% | -3.3% |
| 3M | -8.6% | +7.8% | -16.4% | -15.6% |
| 6M | +16.1% | +9.1% | +7.0% | +6.2% |
| YTD | +43.8% | +7.7% | +36.0% | +32.9% |
| 1Y | +91.5% | +20.4% | +71.0% | +59.9% |
| 3Y | +202.7% | +30.8% | +171.9% | +132.8% |
| 5Y | +335.1% | +34.6% | +300.5% | +221.9% |
| All | +1,144.3% | +174.9% | +969.4% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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