+1,144.3%
CAT vs XLY
+220.9%
+923.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | +0.6% | -1.7% | +2.3% | +1.8% |
| 30D | -4.3% | -4.2% | -0.1% | -1.4% |
| 3M | -8.6% | -2.7% | -6.0% | -7.5% |
| 6M | +16.1% | -0.6% | +16.8% | +16.0% |
| YTD | +43.8% | -5.0% | +48.8% | +48.4% |
| 1Y | +91.5% | -4.1% | +95.6% | +95.7% |
| 3Y | +202.7% | +33.6% | +169.1% | +139.8% |
| 5Y | +335.1% | +28.7% | +306.4% | +239.8% |
| All | +1,144.3% | +220.9% | +923.5% | +300.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling