+7,637.5%
CAT vs XLV
+908.6%
+6,728.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +3.2% |
| 7D | +5.6% | -2.6% | +8.2% | +7.9% |
| 30D | -2.3% | +0.9% | -3.2% | -3.5% |
| 3M | -10.0% | +10.0% | -20.0% | -18.2% |
| 6M | +21.2% | +10.4% | +10.9% | +9.9% |
| YTD | +44.4% | +8.9% | +35.6% | +32.4% |
| 1Y | +96.3% | +23.4% | +72.9% | +60.9% |
| 3Y | +203.9% | +33.1% | +170.8% | +131.9% |
| 5Y | +333.5% | +33.3% | +300.2% | +227.3% |
| 10Y | +1,126.0% | +170.8% | +955.3% | +401.8% |
| All | +7,637.5% | +908.6% | +6,728.9% | +1,017.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling