+197.7%
CAT vs XLV
+32.0%
+165.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +0.6% | -4.4% | +5.0% | +2.9% |
| 30D | -4.5% | -1.4% | -3.2% | -4.1% |
| 3M | -5.8% | +8.9% | -14.7% | -11.9% |
| 6M | +12.7% | +9.1% | +3.7% | +5.1% |
| YTD | +41.4% | +7.9% | +33.4% | +32.7% |
| 1Y | +92.1% | +22.7% | +69.3% | +63.8% |
| All | +197.7% | +32.0% | +165.7% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling