+8.9%
CAT vs XLY
+3.2%
+5.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.3% | -9.5% | -7.4% |
| 7D | -17.1% | +6.1% | -23.2% | -19.9% |
| 30D | -30.1% | +10.8% | -40.9% | -34.2% |
| 3M | -32.4% | +3.6% | -36.0% | -33.8% |
| 6M | -32.1% | +4.4% | -36.5% | -33.9% |
| YTD | +4.1% | +3.1% | +1.0% | +0.8% |
| 1Y | +8.9% | +3.6% | +5.3% | +5.0% |
| All | +8.9% | +3.2% | +5.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling