+332.6%
CAT vs XLV
+33.9%
+298.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.6% | -3.6% | +4.1% | +2.7% |
| 30D | -4.3% | -1.8% | -2.5% | -3.6% |
| 3M | -8.6% | +7.8% | -16.4% | -14.2% |
| 6M | +16.1% | +9.1% | +7.0% | +8.1% |
| YTD | +43.8% | +7.7% | +36.0% | +34.9% |
| 1Y | +91.5% | +20.4% | +71.0% | +65.4% |
| 3Y | +202.7% | +30.8% | +171.9% | +144.7% |
| All | +332.6% | +33.9% | +298.7% | +229.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling