+7,572.4%
CAT vs XLY
+1,108.8%
+6,463.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.3% |
| 7D | +2.9% | -2.1% | +5.0% | +4.7% |
| 30D | -2.6% | -6.0% | +3.4% | +2.3% |
| 3M | -10.7% | -2.7% | -7.9% | -9.3% |
| 6M | +16.1% | -1.5% | +17.6% | +16.7% |
| YTD | +43.2% | -5.4% | +48.7% | +48.9% |
| 1Y | +96.8% | -3.8% | +100.7% | +101.0% |
| 3Y | +201.4% | +36.6% | +164.8% | +126.7% |
| 5Y | +332.7% | +27.4% | +305.3% | +226.2% |
| 10Y | +1,157.1% | +218.2% | +938.9% | +318.7% |
| All | +7,572.4% | +1,108.8% | +6,463.6% | +737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling